adam, Former UChicago grad student
I took math and statistics courses there as a Graduate Student At Large in 2009-2010. The campus is a bit inaccessible from downtown, which was difficult, but Hyde Park is a neat neighborhood, the campus is quite beautiful, except for the library which is brutalist and fairly ugly.
The coursework was rigorous but very rewarding: good professors, lecturers, and talented TAs. It's almost a cliche with University of Chicago, but the best word for describing your fellow students there is "intense." They're very sharp people who can grapple excellently with challenging abstractions, and with enough Midwestern pragmatism to make them formidable thinkers /and/ doers. I've met plenty of Ivy kids, and UChicago alumni regularly surpass them in my book, are maybe the most consistently intellectually impressive group you'll come across. Well, if you can get past the "intense."
Chicago winters are a bear.