Welcome to Chicago! Hope you like it. I moved here 14 years ago, almost, from the San Francisco Bay area. So far, I haven't regretted it much.
I definitely recommend the Evanston farmer's market to you. It's my favorite of the ones I've been to. My best friends live in Rogers Park so I occasionally attend with them.
Your question about regional/seasonal cuisine is a good one, because it highlights that usually such cuisine is fancy and expensive. Blackbird and Vie are great examples of the best midwestern regional cuisine. Another is North Pond, in Lincoln Park, so not horribly far from a red line stop (not close, either). Of the restaurants I've been to in Chicago, it has the most west coast vibe to it. Like Blackbird and Vie, it does a great job of high-quality cuisine with seasonal, regional ingredients.