Hiya Valkyrie, good question to ask.
I'm also a native midwesterner who needs four seasons to feel complete. I more or less grew up in Wisconsin and went to undergrad there, and I went to law school in Minneapolis. I can say from that experience that Minneapolis's winters are a little harsher and a few weeks longer than the winter in southern Wisconsin or northern Illinois. Summer, meanwhile, is just as obnoxiously humid and hot -- maybe just a few degrees less than Chicago.
Minneapolis has a good legal community, if that's an important consideration for you. There's a mix of firms with different sizes and different practices. Firm salaries are reputed to be lower than those in Chicago, but so are hour requirements. The voluntary state bar association is known for its community involvement. Admission on motion if you practiced law for 5 of the last 7 years OR if you took the bar elsewhere in the last two years and obtained a 145 or higher on the MBE. The job market is a little tight, but probably average.
Some people complain that it's hard for a new arrival to get to know people in Minnesota. I'm not sure, since most of my social contacts were in the law school. My ex-roommate seems to be doing okay in that regard. It was an older fellow who remarked to me that he was moving to Boulder from St. Paul because the people in Colorado were more open and friendly on average.
I've now moved to Denver. I haven't spent a whole winter here yet, but I visited last winter a few times. It's still definitely winter, but -- at least here at 5500 feet -- upper Midwesterners would consider it not particularly demanding. When the temperatures in Minneapolis were around 10-20 F last winter, the weather here was in the upper 20s to mid 30s F. (It was considered an unusually mild winter, though.) When it snows at this altitude, in the high plains and foothills, it tends to melt off within a few days. However, you can go up a few thousand feet and find plenty of snow. Summer is hot, as July was consistently in the 90s F, but it is
dry. Relative humidity hangs between 15%-25%, a far cry from the 50-80% of a humid midwestern summer day.
The Denver metropolitan area is in a high semi-arid climate area. This is important to consider for several reasons. First, if you have problems with dry air in general, it may not be the place for you (I have to put wetting/lubricating drops in my eyes a lot). Second, water is more expensive than it is elsewhere. I spend a lot of time mocking/resenting wealthy transplant types who came in to big subdivisions thinking they could just plant lush lawns of broadleaf grasses that suck up more than half (seriously) of the area's water. As an apartment-dweller, it's less of an issue, though. The water bill here runs about $25/month. Finally, there's less green vegetation here than there is in the midwest. This takes some getting used to, though it does have some aesthetic beauty.
Speaking of aesthetics, the mountains are gorgeous. If I were to head back toward the midwest, I'd have a lot of trouble adjusting to the flatlands again. There's a lot of outdoor recreation to be had around here.
I've been impressed so far with the voluntary Colorado and Denver Bar Associations, but I haven't yet gotten to know them very much. When I visited the CBA offices, though, I got a tour of the offices and got to meet several people who were happy to talk to me about what the area has to offer. Admission on motion requires quite a few years of full-time practice elsewhere (7? maybe 5 of 7, but I think 7). The bar exam is a 2-day exam with nine 25-minute short essays (regurgitate rules of law), two MPTs, and the MBE, and costs $500. The local Bar/Bri operation, if you want it, costs $1300, but really, the only non-MBE stuff they test on the essays is Colorado family law, Colorado jurisdiction and procedure, and more than one form of comparative negligence.
Politically, the Denver/Boulder metropolitan area tends toward the left (with Boulder being rather liberal-minded). The rest of the state is rather less so, and some parts of the state are well-known as centers of social conservatism. Minnesota politics are a very, very odd creature that I never quite figured out, but the safest assessment is probably that the Cities are generally center-left, with some more conservative trends in the suburbs.
Both Minneapolis-St. Paul and the Denver area offer a remarkable array of restaurants. I have a feeling that the Twin Cities may have a slight edge in this respect, but that's just a hunch. I don't have the money right now to try to get Denver's restaurant scene to yield up its secrets.
Both cities have some good downtown areas, but they'll both seem tiny compared to Chicago. Both cities have open-air pedestrian malls downtown. Minneapolis has the Nicollet Avenue Mall. Denver has the 16th Avenue Mall (modeled on Nicollet). Each has its own personality. Each has some high-end stores, but neither is like the Magnificent Mile. (However, if you're after them, you can find those kinds of places in a mall not far from downtown. I'm told they've got stores that a handbag aficionado could easily lose herself in!)
I can't comment on the music scene in either place, since my musical tastes are rather different from yours.
I don't know much about other cities, except that of 4 people I know who've transplanted themselves to Atlanta, 3 are looking to leave. I hope that at least some of this helps, though!