As Edward McClelland notes over at the Ward Room blog Illinois is truly a vast state and it doesn't just contain the City of Chicago and it's suburban areas. How many Chicagoans have at least visited Springfield or the states parks?
I've only passed through Springfield and many other cities on the various interstates, bus, and rail routes going out of state. I've only personally visited DeKalb and my brother graduated from Illinois State University so I had the chance to visit Bloomington-Normal.
In any event, Chicago is a vast city although it can be traversed within a day north, south, west, east, northwest, or southwest. Traversing the whole state well that could be a vacation in an of itself!
Yet, if you're from Chicago it's more likely that you would take the first thing out of this state than to really explore the many parts of this state worth visiting.
To be sure it was fun watching Conan O'Brien visit Springfield last year when he visited Chicago. And of course the Illinois Channel will keep you in tune with what's going on in this state as well as visiting it's many sites.