Well, your TV reception is certainly better in Illinois than the Texas report. There is a lot of information on your local Chicago thread about antennas. The first thing you will need to consider is if that WOCK on channel 4 has programming that is important to you. If so, it requires a special low VHF antenna. Members in your area also have a lot of trouble with CBS on 12 so you definitely need an antenna with high VHF capabilities as well as UHF for the remainder of the stations.
Outside is always better than inside or in an attic. One must also consider how many tuners they plan to feed as each split reduces available signal. If you find that channel 4 is not important I would recommend an antenna of this style. Winegard products also hold up good in sever weather. http://www.solidsignal.com/pview.asp?p=hd7694p&d=winegard-hd-7694p-high-definition-vhf/uhf-hdhd769-series-tv-antenna-(hd7694p)