Chicago is by far the best of the bunch if Insurance is what you're looking for, take it from me! Aon, CNA just to name a few..
Chicago's basically safe if you avoid the Southsude and other sketchy neighborhoods, yes? Like I asked another person about the Rwin Cities - what's the COL? How's the ratio of pay to rent + utilities?
Chicago isn't cheap. But with a decent job you should be fine. You can get around without a car very easily... the only city mentioned that you can do that in.
The Twin Cities are safe. The big player there is it is the HQ of United HealthGroup (#6 on the Fortune 500)