Chicago vs the world: Forgone opportunities?

[Craig Sparling]

I've been investing in Chicago for almost 15 years.  I've been incredibly lucky with tenants, turnover, properties, appreciation, connections etc.

That said I do occasionally find myself wondering, what if....

If I had bought in Florida or Texas or a booming college town.  Would slow and steady be replaced with meteoric?

Am I suffering from greener grass syndrome, or should I have "Lived where I want to live and invested where the money made sense."? What do you think the best "markets that got away" are?