I haven't lived in Toronto, but Chicago is definately NOT a city never sleep, come to think of it, Chicago go to sleep even during the day when the temperature is 10 degrees or have 12 inches of snow. Besides, even when it is warm like 80 degrees at night, it is totally dead after 1am. And there are very few 24 hours restaurants in chicago too.

The criteria of a city that never go to sleep require it is somewhere that is a small city but huge population, and also a relatively mild winter, many 24 restaurants, 7-11, Circle K, if not, how can all nighters stay awake ?

It is very easy to pick out New York, Hong Kong, and Tokyo.