Chicago is fantastic . . . and listen, your father is right. Training in NYC or Chicago (Theatre training) makes movie and tv casting directors LOVE you when you do get to Los Angeles. And, by the way, New York does do tv shows. Law & Order: CI, Law & Order: SVU and the new show from Tom Selleck, is filmed entirely in New York. They hire NY actors for those tv shows. We will get more shows, and movies are shot here ALL THE TIME.
I am an Actor (female) and an NYC Tour Guide -- on tour, we pass movie shoots all the time and the above-mentioned tv shows. In fact, I saw "The Sorcerer's Apprentice" being shot and a couple of Matt Damon films last year. I have friends who have been on numerous episodes of "Law & Order" and all of that franchise; and recently worked (in theatre) with a little girl who was on the new Tom Selleck tv show. All of us live in New York.
To shun theatre, by the way, is to shun your best training. Both, Lea Michelle and Matthew Morrison were both BIG Broadway stars before getting "Glee". And their work on Broadway really did get them the opportunity for that show.
Yes, "Glee" is produced in Los Angeles, CA. Nevertheless, again, Broadway and theatre credits make Los Angeles casting directors and agents very, very happy. I studied in New York and did tons of theatre (I still am). At one point, I moved to Los Angeles, CA. I was signed with an agent within a month of looking because, to quote him, "I know you're good with all this theatre!"
Theatre really impresses Los Angeles, CA. Also, theatre gives you a good foundation that other Los Angeles only actors don't have, if they didn't study theatre.
It's like some of the greatest singers (even pop singers) studied classical voice (even opera) to become the most skilled singers. You want to be skilled at acting? Don't shun theatre.
Chicago also has lots of opportunity. That is where most of the Saturday Night Live stars began -- Chicago's Second City. The talent scouts for SNL (a tv show) look for new people in Chicago, every year.
Another great start into a film career . . . comedy (stand-up and improv). Great training, great longevity and proof that you are not seeking "fame". You are seeking a real career and have a love of acting -- not a love of "fame" and "quick money".
And for the record, it is very, very unlikely anyone in acting will achieve fame and lots of money. Statistically, about 95% of those who seek a film/tv acting career end up doing other things to make a living.
The one's you hear about, 95% of the time have parents in show business and/or did theatre and comedy first.
Tom Hanks did theatre in Ohio (for years)
Jim Carrey did theatre/comedy in Canada for years
Katie Holmes (although young) began in high school theatre in Ohio
Lea Michele starred on Broadway in "Spring Awakening"
Matthew Morrison was on Broadway in "Jersey Boys" (I think that's the show)
Kirsten Chenoweth was an opera singer, then went to Broadway starring in "You're A Good Man, Charlie Brown", then "Wicked" and then to the tv show, "Pushing Daisies".
"Precious" star was discovered in NY, where she lives.
The star of the movie, "Hairspray" was born and raised in theatre in New York.
I meet more movie and tv stars in NY, just walking around than I ever did in Los Angeles, CA. And in NY, you can actually get to really talk to them! In LA, guards and people shoo you away, or the star jumps in a limo.
We respect actors here (NY), at all levels. In LA, often, people judge you by who you know or what tv show you were in -- if the role was large enough. Not always, there are exceptions in L.A., of course. Still, it's a place all about what car you drive or whom you know. NY is about the "work" you do -- be it a small little theatre in Greenwich Village to a Broadway show. We respect each other. Broadway stars treat us from the smaller theatre's as a fellow actor, not below them.
In L.A. if you were a one-line role, or worse, an background player -- you were considered, well, not important [by the actors with larger roles, at least]. That doesn't happen in NY. When it does, it's very, very rare and unusal. In L.A., it's not rare or unexpected.
Check out and read the book "Respect For Acting" by Uta Hagen