This should seem like obvious advice, but a lot of people coming here for the first time don’t seem to understand the importance. Live within 6 blocks of an L stop if you plan to have any kind of a commute. It will be more expensive…you’ll think it’s unreasonably so coming from Texas…it’s worth it. The #1 thing that makes people absolutely miserable is sitting in traffic, paying through the nose for parking and/or standing at a bus stop at the ass crack of dawn. If you have an office downtown, driving should not even be something you consider doing.
Also, I disagree on the “heaviest coat you can find” advice. It gets super cold and windy here, no doubt, but in the real world you’re going to be going in and out of places constantly. Walking from your door to public transit, super cold…getting on a crowded L train or bus, super hot…getting off and walking to a store/work, super cold…rinse repeat. Also, there can be pretty extreme temperature swings from 6:30AM and 3:00PM in the winter. The point, layering is key. You need to be able to adjust. When you’re in that store, you’ll want something light enough to unzip a layer or two and not be totally miserable and bumping into everything. You don’t want to be walking around carrying the equivalent of a sleeping bag indoors.
And while it will be balls cold for say 45 days in the middle of Jan-Feb, it’ll be just annoyingly chilly for another 120 days on either side of that. You probably don’t want to own 4 coats of varying thickness for the transition. Get some layers, ideally a nice long sleeve fleece or mid-layer with a high collar that can basically be your main warmth and then a good outer shell that can stand up to the wind when you’re exposed.
Similarly, a great hat and gloves (I hate scarves, but people tell me it helps too) can go a long ways to turning a not-quite-warm-enough coat into a really solid outfit. Plus they are easy to get on/off when you’re coming and going. This is not the time to rely on a cheap $15 item with a team logo on it, get the real stuff at a real outdoor store.