Elias, these are both great answers to the first part of your question but you do need to do some research on your own to address the second part. You may want to find out what the costs and regulations are going to be when you build in Chicago. You may find it better to build in another township or a completely different location all together. You can pretty much build anything you want any way you want it out in the wilderness and the lot would probably cost you a few hundred dollars. It could cost you thousands of dollars just to put up a shed on a lot in Chicago. Take a walk and you will see lot's of empty lots in and around Chicago and many are empty because owners can't afford to build anything on them and are waiting for someone that can to buy it from them.