Chicago is an easy choice IMO especially if you are an hourly worker that will be Unionized in Vegas. You might think that would mean better pay but with Union houses it also can mean you get stuck in a position and can stay there a long time. Very few of the restaurants that are connected with celebrity Chef's see them in the kitchen on a regular basis. Now if your going to Vegas as an Executive Chef or other professional staff position that's another story. Chi-Town has a zillion great establishments and many celebrity Chef's that actually work their own kitchens so for the right person that can be a killer learning opportunity. Chicago is a great city. Vegas is a tourist pit. Very different worlds and work environments.