Welcome to FT!
I think at that time of year Anchorage is the easiest and probably no more expensive than other places to fly into.
You might think about timing the trip to coincide with the Anchorage Fur Rendezvous -
http://www.anchorage.net/events/fur-rendezvous - which is a big annual festival featuring all sorts of fun activities. The weather will probably be fairly similar to Milwaukee or Chicago - cold but not sub-zero, and the town really comes alive during "Rondy." Even if it's only a short bucket-list trip, there's no reason to keep from having it a lot of fun.
There are one-stop services to ANC from MKE and from ORD.