Culturally, WI is fairly pro-gun (more of the "hunting purposes" variety than the RKBA variety, though). Legally, not so much (no CCW). Beloit isn't exactly the pinnacle of a modern city, but it's no Gary, Indiana, that's for sure.
On the whole, Wisconsin is a great place to live (my other post today notwithstanding). vis35 raises a good point, though, insofar as I don't know how taxes work if your income is from out of state. Presumably, IL will get their state income tax withheld when you get paid, but I don't know what implications that has on your WI tax return, or on your IL tax return.
Not that WI is exactly a tax haven, our state income tax is between 4.6% and 5.something %, dependent on income. It's possible you're better off with IL income tax, really, but I don't know.