Should I move out of Miami for a job offer in Chicago, IL?

I'm currently living in Miami but the job market here isn't that great so I recently started applying for jobs in some of the larger US cities. Well, after interviewing with a company in Chicago a couple weeks ago, they just extended an offer to me today and I told them I would have an answer by the end of the week. It's a good company and the pay is along the lines of what I'm looking for, but now I obviously have to relocate. A part of me really wants to go, because Chicago is a great city with a lot of educated professionals, culture, beautiful architecture, and generally has a lot to offer, but is it worth leaving the sunshine and warm climate here in Miami to go to the freezing midwest?? Please let me know your thoughts!! Thanks.