Chicago used to be pretty good, but, the battle between downstate and Cook County in the Legislature has let the system run way down. Plus, the revival of the central city in the last 15-20 years has increased L using population while funding has gone away. Riding the Ravenswood line or the Evanston Southside line on the L portions gives a great view of the city neighborhoods.
As to good systems:
USA
1. L.A.--bad coverage, but fancy stations and very nice cars.
2. D.C.--same as L.A. with somewhat better coverage.
3. NYC--love the view as you cross the East River on the bridge. And, now you can actually get a decently fast trip out to JFK!
Abroad
1. Paris metro and RER--too crowded, but excellent coverage, and cheap weely and monthly passes.
2. Kyoto metro-very tough to figure out for non Japanese speakers, although it is a very simple system. But, nice Kyotians are very helpful. And I loved the little Kintetsu railway which gives you a special street level view of the city.