Gulf coastal Mississippi or Chicago, IL?

Anybody from mississippi that can give me their two cents? From what I've heard, very backwards and nothing to do except the few casinos that were recently built nearby. It's near New Orleans but hot and humid. Any good drives around the mississippi area or will some hick smokey pull me over and cuff me for going 60 on a 55?
Chicago... well - it's a great city but I'd have to deal with winters again (I'm originally from NY but now live in SoCal) Any good drives around the chicago area?

I'd also like to know where my A4 will be happy :)

Larry
99.5 1.8Tqts APR K&N

...if you were only going to be moving for a short while (a few years or less, I think experiencing Chicago would be good unless of course you've already experienced NYC while living there). BTW, my best friend just moved from Houston (where I'm from) to Chicago for MBA school for two years, and after his first winter there, he's quite anxious to move south again.