I am orginally from Illinois (near Chicago, then went to undergrad in the middle of the state). I lived in Fort Collins, CO for 2 years. I moved to Portland at the end of the summer last year.
So I would say Oregon is really nice. The winter had a rare day were it was down right sh**, I'm talkin 38 degrees and downpour rain. But for the most part, I felt it was 3 days a week of getting spit on, 1 day of good rain, 2 days of patchy clouds and 1 day of sun during rough part of winter. I ran on the trails the entire winter as the temps were still in the 40's. The trails are amazing too, Forest Park is the best.
Colorado was awesome because it's really sunny, but it snows and gets pretty cold so you are confined to roads a lot. There are a lot of days were I had shorts on in Oregon during the winter.
Illinois, well, combine the worst of Oregon and Colorado in terms of no sun, snow, ice, coldness etc. So my threshold is higher for sh** weather than most NW'ers. Chicago makes you appreciate spring more.