Where do you go to get away from Chicago?

Hello! I'm moving to Chicago from NYC soon and curious to hear where Chicagoans escape for a long weekend that's train accessible or by a not-so-long drive. Thinking of fun, cute coastal towns to get away from the noise. We're LGBT, early 30s, very social :)

Names of specific cities/towns would be helpful just since my knowledge of the area is zero. Thanks!