Chicago? Until the very recent Supreme Court decision, you could NOT own any guns in that town at all. Chicago has their infamous CAGE unit that's assigned to track down any guns inside the city and hassle gun dealers outside of the city when they can. If I were you, I'd check with the local BAR or a local attorney about what guns you can and can not legally have inside the city. With Emmanuel Rahm as the new Dictator of Chicago... errr... Mayor of Chicago, he may continue to obstruct private ownership of any and all guns inside the city.
Chicago Anti-Gun Enforcement (CAGE) Program -- Chicago, IL
"Cage" Unit Confiscating Citizens Guns
And you might want to also ask about getting a FOID card too. In Illinois you're supposed to have a FOID card to own, use or possess any firearms or ammunition. The FOID card comes from the Illinois State Police out of Springfield, Illinois. FOID = Firearms Owner's IDentification.