Chicago! This is my favorite town in the Midwest and we luckily spend every Thanksgiving there since a lot of mom's family is from there. It's pretty cold and precipitous there (it rained this year, snowed last.. :( ) in November so we try to go at least one more time a year as well because it's great in the spring & fall.
We normally stay with my #1 auntie in Lakeview which is right by Lake Shore Drive. There are a lot of fun restaurants, bar and shops there, plus it's pretty close to Wrigleyville where the Cubs play! We've spent a lot of time in Wicker Park and Logan Square which are both hip trendy Abbot Kinney-esque neighborhoods.