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For some reason i cannot see your list of "banned" states. But if neither Pennsylvania or Rhode Island are there, consider Philadelphia (if you want larger) and Providence (if you want smaller). Both have, or are close to, all the things you want.
But as someone has already said, you'll probably have to go to where the best job opportunity is, do well enough to get at least one promotion, and then have a better chance of moving somewhere else if that city isn't what you like.
"That said, I'd also be completely open and excited to live somewhere as large as Chicago."
Chicago is a great place to be in your 20s. Very walkable, great public transportation, no need to have a car, lots of job opportunities. People from all over the world and tons of cultural/social activities.
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