I was born and raised in Milwaukee and plan on attending Marquette this fall. The city really has a lot to offer, whether you're interested in the arts, sports (Brewers, Bucks, Golden Eagles), nature, anything. In the summer, Brewers games are really popular and the Summerfest grounds on the lakefront host festivals almost every weekend, the capstone being "Summerfest" itself (the world's largest music festival-www.summerfest.com). Oh and every Thursday, there is a free jazz concert in Cathedral Square downtown that draws huge crowds...it's aptly called "Jazz in the Park". Lake Michigan tends to be a hub for activities, even though I personally wouldn't get in the water near Bradford beach. We have a world-class art museum right on the lakefront designed by Calatrava, who also designed the Sydney Opera House and Milwaukee is, of course, a short drive/train ride from Chicago. I should probably also throw in that since Milwaukee is home of Miller, the free brewery tours (read: free samples) always seem to be a favorite attraction.
Ok so now that I've become an advertisement for MKE, feel free to PM me if you have any specific questions that I could answer for you and good luck with your decision!