Cape May or Chicago?

Cape May is the real beach destination of the two. It has a continuous oceanfront strip of sand with lifeguards and gentle Atlantic surf, quieter beaches out at the Point, and the hunt for polished Cape May diamonds at Sunset Beach on the bay. In high summer the ocean is warm enough for long swims.

Chicago's Lake Michigan beaches are a pleasant surprise, from Oak Street beside the Gold Coast towers to the volleyball crowd at North Avenue. The water is fresh, though, and a change of wind can chill it overnight. They are an afternoon off rather than the point of the trip, and both places have a short swimming season.

Cape May eats well for a small town, mostly thanks to its fishing port. Expect scallops, flounder and local oysters, and long breakfasts on Victorian porches. Beyond the seafood, the choice soon runs to fudge, taffy and boardwalk snacks, and many kitchens shut in winter.

Chicago is in another league. It has its own canon of deep-dish pizza, Italian beef and the fully dressed hot dog, tasting menus along Randolph Street, Mexican cooking in Pilsen, South Asian food on Devon Avenue and Vietnamese on Argyle Street. You could eat somewhere different every night and never repeat yourself.

In Cape May the town itself is the sight. It is a National Historic Landmark district of gingerbread cottages and long-porched hotels. The Physick Estate, the lighthouse climb and a wartime fire-control tower complete it, and a day or two covers everything.

Chicago has far more to see. The Loop is a textbook of skyscraper history, best seen from a river cruise. Frank Lloyd Wright's houses are in Hyde Park and Oak Park, and the Art Institute and the Museum Campus could fill a week. Both places are 19th-century at heart, but Chicago's heritage is steel and glass where Cape May's is painted wood.

A Cape May evening means a pub or hotel bar near the pedestrian mall, perhaps a cover band, and bed before midnight. Anyone wanting more drives to the Wildwoods.

Chicago is the opposite. Bars pour until 4am, and each neighbourhood has its own scene: cocktail and dive bars in Wicker Park and Logan Square, clubs in River North, the gay district in Northalsted, and dance nights that carry on the city's house-music tradition.

Cape May has the stronger outdoor draw. It sits on one of North America's great bird-migration routes, and in autumn hawks, songbirds and monarch butterflies pour through Cape May Point State Park and Higbee Beach. Dolphin boats in summer and kayaking in the back-bay marshes add to it.

Chicago's outdoors is mostly the lakefront path, about 29km of shoreline for walking and cycling, with birding in Lincoln and Jackson Parks. For dunes or canyons you need to drive an hour or more to Indiana Dunes or Starved Rock. Both places are flat all round.

Neither is a great base for excursions, but the outings differ in kind. From Cape May the highlight is the ferry across the bay to colonial Lewes. The Wildwoods' boardwalk is minutes away, and Atlantic City is about an hour up the coast.

From Chicago, Milwaukee is an easy train ride and Oak Park is on the doorstep, while Lake Geneva and the Michigan shore need a car. Cape May gets you out on the water; Chicago gets you to another city without driving.

Cape May is the gentler choice with small children. It has lifeguarded sand, safe and slow streets, surrey bikes on the promenade, crabbing and dolphin boats, and a free county zoo nearby. Rides and arcades mean a drive to the Wildwoods, and some historic-district B&Bs do not take young children.

Chicago has more to fill the days. The Museum of Science and Industry, the dinosaurs, belugas and planetarium on the Museum Campus, and the free Lincoln Park Zoo would each make a full outing. The catch is the city's size and its bitter winter.

Cape May is simple once you arrive, because the historic district, the promenade and the mall are a short, flat walk or bike ride apart. Getting there is harder. There is no passenger rail, and the Point, the wineries and the Wildwoods all really need a car.

Chicago needs no car at all. The L runs from both airports into the Loop, and the main sights are within walking distance of each other. Crossing between neighbourhoods takes longer, often by bus, and January's wind makes walking hard work.

Cape May's shopping is the three blocks of the Washington Street Mall, with boutiques, bookshops and fudge, plus a few antique dealers and galleries. It fills a rainy afternoon.

Chicago is a proper shopping trip. There are flagships and department stores along the Magnificent Mile, luxury labels on Oak Street, the Tiffany ceiling of the old Marshall Field's, and independent fashion and vintage shops in Wicker Park and Andersonville.

Neither is cheap, but Cape May in summer is harder on the wallet. B&B and oceanfront rates are at a premium and often come with minimum stays, and you also pay for beach tags and parking. That is why many visitors stay in the Wildwoods and come in for the day.

Chicago is expensive too, with heavy hotel taxes and costly sit-down dining, but there are more ways to save. Taquerias and hot dog stands are cheap, the L is good value, and much of the city is free, from the lakefront to Lincoln Park Zoo. In both places, avoiding summer brings real savings.

Cape May offers a pleasant night out: plays in a converted church, historic American drama, a long-running chamber music festival in late spring and summer concerts in Convention Hall. Outside the season, though, little is on.

Chicago is worth the trip for performance alone. It has the Chicago Symphony Orchestra, the Lyric Opera, Steppenwolf and the Goodman, nightly improv at Second City, and electric blues and jazz playing late in the clubs, with free summer concerts at the Pritzker Pavilion.

Rest in Cape May is mostly about slowing down. You get rocking chairs on Victorian porches, afternoon tea in a guesthouse parlour, slow bike rides under shady trees and sunset over the bay. A few hotels run day spas, but there is no bathhouse, and on summer weekends the town is busy, so spring and autumn are the calm seasons.

Chicago offers heat and water rather than stillness. An old Russian-and-Turkish bathhouse in Wicker Park still runs scorching steam rooms and cold plunges, and a Korean-style jjimjilbang lies in the northern suburbs. The conservatory glasshouses are a warm refuge in winter, though outside them the city never really slows down.