Come to LA - plenty of PI and nightclub work here! Beautiful weather, big and vibrant city, less expensive than NYC, more relaxed than D.C. or Boston. best place to live in the U.S.!

I think that the city of Chicago has everything that you were looking for. It has the 4 seasons in weather(we are having a fabulously warm winter season right now-50/60F);big city life on a gorgeous lakefront,great singles place;cost of living is not as obnxious as New York or Boston;people are friendly and helpful;lot of job opportunities;clean city compared to most of the others;lots of cultural things to see and do;great sports events(okay,our teams try ie. Bears,etc.);fabulous places to eat an wonderful places within short distances to go for weekend trips.The transportation system is great in Chicago for persons without a car. The number one thing that I constantly hear from people(I work for the airlines) after they have visited Chicago is,"what a great place-I had no idea that it was as sophisticated yet down to earth as it was"! I am planning my next trip very soon. I agree with the others-travel around a bit and see what the states has to offer you first.
Ironically,our neighbors across the street from us just had to move back to Australia(visa and work deal) but they loved it here and wished that they could have stayed longer. Good luck!