We moved to Raleigh in 98 from central IL, but my mom's family is from Chicago and I went to HS about an hour away from downtown. So while I've never lived in the city, I'm very familiar with Chicago and life in northern IL in general.
We love it here in Raleigh, its much more affordable than Chicago and the surrounding suburbs. There are a few things that are hard to get used to, still after being here for 8 years.
1) There is no Chicago style pizza. We have an Uno's but its one of the chain Uno's and its just not the same. That is the only place where you can find deep dish pizza. If its not Domino's, Pizza Hut or Papa John's, its mostly NY style pizza which just s*cks, imo. The best pizza in town is Lilly's in Five Points but its not the same as back home. In fact, pizza is the only thing that I reaaalllly miss from back home.
2) Not as many places that deliver, especially in the 'suburbs' and far North Raleigh. We lived in a college town back in IL and I was used to having tons of restaurants that delivered. Not so much here, at least where I'm at. And the ones that do deliver close really early. I was used to being able to get pizza delivery until midnight on the weekdays and 2am on the weekends but its 10pm on weekdays.
3) Raleigh isn't a great college town--nothing like Champaign or even Bloomington/Normal in terms of cool shops and restaurants near campus. Chapel Hill is lame compared to other college towns too.
4) We did finally get a Crate & Barrel a few years ago which is awesome. Obviously not as big of a selection as Chicago area stores but its nice nonetheless.
5) Ethnicities as I knew them in the north are pretty non-existent down here. Just the nature of the history of the south. When you ask a southerner what they are, they say "Southern". Not Polish, Irish, Italian, German, etc. Just southern. There aren't enclaves of different ethnicities like there are in other cities.
6) Hard liquor can only be bought in state run liquor stores and lots of restaurants don't have liquor licenses or only have beer/wine licenses.
That's all I can think of right now. We really do love Raleigh, but we're in the kid mode right now. We're on a cul-de-sac out in North Raleigh on a street full of other families with kids. Its affordable, we have a decent sized yard and lots of friendly neighbors. Like somebody else said, you'll love Raleigh and Raleigh will love you!
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) but to understand what Raleigh is, is to know what it was - compare it today to what it was 20, even 10 years ago. I once read what the 1980 population was - something like 150,000? The good news is that bigger and better things are still to come, as gorwth continues - and yes - maybe that even means deep dish Chicago pizza. 
