If you are interested in firearms, there's no comparison. MO's laws are light years better than IL (all that can be said in favor of IL's gun laws is at least they don't have an AWB in place). MO also has lower fuel prices and a more financially secure state government. IL does not have personal property taxes and housing prices tend to be lower for a similar home in a similar area.
Generally, commuting from MO to IL isn't too bad. It's the reverse that gets all jammed up in rush hour- more folks live in IL and work in MO than the other way around.
North STL county can be an iffy area- some parts are just fine, some are pretty bad. Depending on your desired commute, living in St. Charles County may be an option (if your new job is in the Alton area, it is probably worth looking into; getting from north St. Charles City into Alton isn't too bad).
If you like, you can PM me with any specific questions, but firearm-wise, Missouri has it all over Illinois. No wait times for purchase, no FOID, one of the most widely accepted CCW permit, NFA legality (currently, at least a C&R FFL is required, but easy to get), and we aren't ruled by Chicago's anti-gun politicos.
I know guns won't be your only criterion, but if you are any kind of gun enthusiast at all, IL is not going to be a happy place for you.
