Move to Indiana and get a permit, neighbor! With a permit here, you can carry any way you like, though concealed is generally preferred in the larger cites and towns. The Indiana carry permit is shall-issue and relatively easy to get; there is no training requirement. (I'd recommend training nevertheless).
IL is unusually restrictive, for which Chicago generally gets the blame. It doesn't seem to have slowed down criminals in the Windy City, but maybe I just don't get it. In Indiana, there's a fair chance anyone you meet (me, for instance) is carrying a loaded gun. Oddly, we don't seem to be shooting one another at the same rate as, say, Chicagoans. Gosh. For that matter, downstate IL doesn't seem to have Chicago's rate of fire, either.
Without a permit, IN state law is a bit restrictive, especially for handguns. Unloaded and locked in the trunk is the best bet and if the weapon isn't going to a shop with a gunsmith or to be bought or sold, the Federal law is what allows carry.
Of course, with an Indiana carry permit and a sidearm in my purse, I could stand at the IN/IL border and commit a felony with one step across. That's what that "full faith and credence" clause in the Constitution was all about, right?