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Chicago, Cincinnati, LA, or Las Vegas would be my choices.
I'll say that there are TONS of smoking hot women in Chicago and there are bars/clubs/lounges everywhere. You can leave one bar, walk 500 feet, and go to a new one if you completely wreck the whole place. I was able to get very good pretty fast because it was so easy for me to practice.
A couple things though... you've gotta be one tough mother fucker to live in Chicago. People will give you shit and fuck with you ALOT. And dealing with the homeless people becomes a challenge (I can't tell you how many bums have tried to cock block me during street game LOL) and the bums are EVERYWHERE. I'll run street game in the Gold Coast, where rent for a 2 bedroom apartment is over 2 grand a month and McDonald's doesn't even have a dollar menu... instead a 3 dollar menu... and STILL get homeless guys asking me for money in the middle of my set. The murder rate is a bit steep... Only like 15-25 people a day in some parts of the city. They don't call it ChiRaq for no reason. The public transportation... well, its very accessible but it leaves a foul taste in your mouth due the odor on the red line. (don't lean your head against the windows on the "L" by the way....) But get yourself used to public transpo because parking, even infront of the damn hospital, is like 9 dollars. To park in a parking garage is about 15-30 dollars depending on what part of town you are in...
But there are ALOT, ALOT, ALOT of extremely beautiful women out here. It's definitely a great place to learn game... I don't know about the greatest place to live though lol it's pretty expensive for what you get.
I also add... The suburbs are pretty inexpensive and very, very nice and it's fairly easy to get downtown as long as you live in the right area.