If you are in Chicago you get very cold weather and decent amount of snow. I was in Chicago in Feb '08 and it was colder than Toronto, and got more snow than we did that winter (I have employees in Schaumburg so heard about the weather regularly)!
I would recommend winter tires and cheap aluminium rims (maybe 16 inch to reduce expense). Your all season rubber will get "hard" (less pliable) as the temp gets closer to zero (celsius) which means they won't grip as well (braking, cornering, acceleration), and will slide easier.....even on dry cold pavement. The winter rubber compound is more flexible/pliable way below zero (celsius) so you will have better traction in dry/ice/snow conditions anytime over the winter. Even more important in a RWD car (except when braking as all drive types need good tires up front for braking.
I got Blizzak's WS60's on MSW rims (16") from Tire Rack for a very good price when I got the car. Never got stuck, even in snow storms.
