Chicago or Milwaukee?

Both cities sit on the same freshwater lake and have the same short swimming season, from late June to early September. Chicago simply has much more shoreline to use: over twenty city beaches, from Oak Street's sand beneath the Gold Coast towers to the volleyball strand at North Avenue and quieter Montrose.

Milwaukee's beach life is mostly Bradford Beach below the East Side bluffs, with cabanas and a weekend crowd, plus smaller stretches at McKinley and South Shore. Its water also runs a little colder. In neither city is the beach the reason to go, but Chicago gives you more choice on a hot afternoon.

Chicago eats at a level Milwaukee does not try to match. It has its own street canon of deep-dish, tavern-cut pizza and Italian beef, a fine-dining tier on Randolph Street in the West Loop, and whole neighbourhoods built around one cuisine, from Pilsen's Mexican kitchens to Devon Avenue and Argyle Street.

Milwaukee's strength is a narrower regional tradition: the Friday fish fry, the wood-panelled supper club, frozen custard, bratwurst and cheese curds, all washed down with local beer. It is a good place to eat for a couple of days and a chance to taste the Upper Midwest, but there are far fewer serious restaurants.

Chicago is a major architecture city. The Loop is where the skyscraper grew up, Frank Lloyd Wright's houses are in Hyde Park and Oak Park, and the Art Institute and the Museum Campus would fill a week on their own.

Milwaukee's best sight is the Calatrava pavilion of its art museum on the lakefront, with its wing-like sunscreen. The Harley-Davidson Museum and the brewing-era sights add to it, such as the Pabst Mansion, St Josaphat's dome and the cream-brick Third Ward. That makes two or three good days, compared with Chicago's much longer list.

The biggest difference is how late things run. Chicago's late licences keep bars open until 4am, against Milwaukee's 2am. Chicago also has a real club scene in River North, built on the city's history as a birthplace of house music, plus cocktail bars in Wicker Park and Logan Square and the gay district in Northalsted.

Milwaukee's night out is the corner tavern, with old brewery signs, a pool table and regulars at the bar, along with the student and sports crowd on Water Street and taprooms in Walker's Point. There is little clubbing, but the tavern culture is more distinctive than anything of its kind in Chicago.

The two are broadly level, and in both the lake is the landscape. The difference is in its character. Chicago's lakefront is an urban shore with the skyline behind it: a path of about 29km for walking, cycling or skating, with birding in Lincoln and Jackson Parks.

Milwaukee's lakefront has more natural shape, with Olmsted's Lake Park running along bluffs and ravines and the Oak Leaf Trail looping out for long rides. For a day outside town, Milwaukee's Kettle Moraine glacial hills are about an hour away. Chicago's escapes are the Indiana Dunes and the canyons of Starved Rock.

Milwaukee is the better base for outings, partly because its best day trip is Chicago itself, a train ride of about an hour and a half. Closer in, it has Cedarburg's stone mills, the Frank Lloyd Wright buildings at Racine, the garden village of Kohler and Madison on its isthmus.

From Chicago, the easiest outing is the same train in reverse, to Milwaukee. Beyond that you need a car for Lake Geneva or the harbour towns of southwest Michigan, since everything else sits out on flat prairie.

Chicago has more to fill a family week. The Museum of Science and Industry, with its coal mine and U-boat, can take a whole day, and the Museum Campus puts dinosaurs, beluga whales and a planetarium side by side. Add the free Lincoln Park Zoo and Navy Pier's Ferris wheel.

Milwaukee is the easier, calmer option on a smaller scale. It has a well-regarded county zoo, Discovery World's freshwater aquariums and the Mitchell Park Domes for cold days, and parking is simple. Winters in both cities are long and cold, so plan the trip around the weather.

Chicago works without a car. The L runs from both airports into the Loop, and the main downtown sights are a walk apart, although getting between outer neighbourhoods often means a long bus ride.

Milwaukee's core is pleasant on foot, with the Riverwalk and The Hop streetcar linking downtown and the Third Ward. Past that there is no rail, so the zoo, the Harley-Davidson Museum and anything farther out usually mean driving or ride-hailing.

The gap between the two comes down to scale. Chicago has a proper shopping street in the Magnificent Mile, with its flagships, vertical malls and department stores, and the luxury labels are just round the corner on Oak Street. The old Marshall Field's building on State Street is worth a visit for its Tiffany mosaic ceiling alone. For independent fashion, records and vintage, go to Wicker Park, Bucktown and Andersonville.

Milwaukee has nothing on that level. The best place to browse is the Third Ward, where boutiques and galleries fill old warehouses, and Brady Street has vintage and record shops. Most visitors take home Wisconsin cheese and sausage from the Public Market, local beer or Harley-Davidson gear. Residents drive out to the suburban malls for big brands.

Milwaukee is the cheaper of the two. Hotel rooms, tavern beer and fish fries all cost less, and the lakefront and many festivals are free, although summer festival weekends push room rates up and a hire car adds to the bill.

Chicago's downtown hotels, high taxes and sit-down restaurants make it expensive. It still has some savings: taquerias and hot dog stands are cheap, the L is good value, and the beaches, Millennium Park and Lincoln Park Zoo cost nothing.

Chicago is one of the best cities in the country for live performance. The Chicago Symphony and the Lyric Opera play at the top level, Steppenwolf, the Goodman and dozens of storefront companies stage theatre, and Second City runs improv every night. Electric blues and late jazz sets give the city its own sound.

Milwaukee has a complete set of companies for its size, and the ornate 1895 Pabst Theater is a lovely room for a touring band. Its big draw is Summerfest, weeks of acts on the lakefront grounds, which is worth timing a summer visit around. The rest of the year the programme is local in scale.

Neither city is a place to come for rest, but Chicago has slightly more to offer. Its old Russian-and-Turkish bathhouse in Wicker Park has steam rooms and cold plunges, there is a Korean-style jjimjilbang in the suburbs, and the Garfield Park and Lincoln Park conservatories are warm in winter.

Milwaukee has no bathing culture of its own, so a proper spa day means driving an hour north to Kohler. Its calmer pace and quiet lakefront walks make up for some of that.