It depends where you are in Chicago as to whether it is liberal. In the central area where people are educated and largely professional, you will find the city liberal. In the areas outside the centre, the rural districts, it's the opposite. People are not very educated there and so tend to vote Republican.
Also the largely aging Catholic population has a conservative effect culturally. You won't find much way out or shocking stuff performed. So Chicago is quite politically liberal, but culturally more conservative. It's not a place to live if you want to be radical and mix with strongly liberal characters.