Chicago is close, NYC and Phillie are an option....stay and park in NJ if you want to cut costs and take the train in and out of the city.
New Buffalo MI is a vacation spot for people who live in CHI. its a beach/lake town on lake MI with everything you would expect. beaches, kayak/bike rental,sand dunes, ice cream shop with a delorian(see below) but there is a park and ride that allows you to take a train directly into CHI.
get a cabin in new buffalo and designate a full day to spend in CHI and spend the rest of your time relaxing. If you really want to live it up stop off for a few hours in Gary IN
http://g.co/maps/qee9n
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