Moving to Chicago need help

Ok so im a 20 year old hispanic male from Miami,FL i came to a final decision beetween Philly and Chicago, im leaning more towards Chicago because of public transportation more of a big city life, problem is i never been to Chicago i just want to know what neighborhoods to lean towards to, i want to be close to the city with shopping close,train being close is a #1 priority, my price range is 500-550 for a studio i just dont want to end up getting a apartment in a gang infested neighborhood, im trying to make money & go to school , not gangbang. ( what neighborhoods should i look into)>