Depends on where you want to be.   Most stick to O'Hare area or Schaumburg.   But lately I have been seeing ladies host in multiple locations, downtown and O'Hare or Schaumburg.    Downtown is difficult because of the parking challenges.

But a number of people posted in the past about the challenges to each location, nothing has changed in the last decade.  

downtown gets my vote!

i love downtown for daytime visits... it's the best because i'll get a nice downtime break around lunch or early afternoon.
I've noticed there have been more providers available in the area!  O'hare is just a bit out of the way unless i'm taking a full day off work.

I like downtown heads-and-shoulders above other locations.  Because public transit.  I can just hop on a Metra, transfer to a CTA bus, and discreetly come to the hotel or condo.  With driving to, say, Schaumburg, I'd be paranoid not only about getting busted, but about getting my car impounded too.  Plus, I like to walk to a nearby bar after my session, and drink a celebratory beer.  That's easier to pull off if everything is in walking distance, rather than if you gotta drive everywhere.