Considering relocation out of California

Since graduating 4 years ago, I have entertained the thought of moving away from California frequently. In the beginning it was mainly to find a job anywhere as a new grad as new grad jobs out here were and still are almost non-existent. After painstaking patience and time I've been able to muddle through and work as an RN. New problem? Even being born and raised in California it is becoming harder to see myself staying here as it is getting increasingly expensive to live and buy a home. I have a almost one year old son and am tired of "dreaming" of buying a house. We are ready to make the big move, however I need opinions on these places. We have narrowed it down to Chicago, Las Vegas and New York. Send me your opinions!!!!!!!!!