You can't be afraid of your own shadow or unwilling to brave cold temperatures if you are planning to take part in a Chicago audition. There is a lot of competition and there are some really great actors in Chicago who are willing to be subjected to blinding snow and high winds just for the chance to participate in that next Chicago audition.
The Chicago audition season, thankfully, is year round, so you don't have to freeze your buns off to be a part of them. Some people enjoy suffering, and may choose to only look for Chicago audition opportunities during the dead of winter, but that's their choice.
The Chicago audition scene has something for everyone. Blues clubs that need house bands, theatres that have plays running all year-round, commercials, films, print, and a slew of others. If you can't find the right Chicago audition for you, you must have your face in a plate of deep-dish pizza and ribs or something.