I'm from Boston and it is expensive (all your choices are NY, BOS, Chi in that order, I think) and ridiculously cold in the winter (again they all are). You are on the young side, I believe, so you'll have that going for you. It can get pretty hot in the summer and AC is or at least was a rarity because of the age of the buildings. Boston is really cool though. If you have $$ it is really nice.