It's right here, the city by the lake:
Paul, the libertarian-leaning Kentucky Republican, is running his presidential campaign against what he calls "The Washington Machine."
Paul was scheduled to appear in Chicago on Wednesday to juxtapose his campaign against the infamous Chicago Democratic Machine, where the heavy fists of government have clouted the people into line for almost a century.
"Sometimes I wonder which machine is more powerful, the one you've got in Chicago or the one in Washington," Paul told me in a telephone interview. "Your machine's pretty famous. And Washington? Some people think it's less corrupt, but it's a machine nonetheless, and the power of inertia in Washington, the power of the status quo, is just enormous."
He couldn't have a picked a better backdrop than Chicago, the political birthplace of President Barack Obama, where public education fails the poor, where there is little if any economic development in African-American neighborhoods, and where amid ongoing gang wars, 56 people were shot over the Memorial Day weekend, including a 4-year-old girl.
The city is run by former Obama chief of staff and current Mayor Rahm Emanuel, who was succeeded in the White House by William Daley, brother of former Mayor Richard Daley, whose Democratic family has run Chicago for 50 years.
I did ask Paul about the establishment Republican neoconservative attacks on him of late. William Kristol, editor of The Weekly Standard, said Paul is actually some kind of liberal Democrat who'll usher in terrorism because he opposes mass data collection under the Patriot Act.
"I think this is their last gasp," Paul said of the GOP establishment. "I think they're desperate to be relevant. And they're on the wrong side of history. ... The people who are beating me up on the issue are out of step with the public. And I'm kind of happy to have my own spot in the Republican Party (as one) who believes that the collecting of all our data has gone way too far."
Paul was scheduled to campaign for African-American votes Wednesday morning with South Side pastor Corey Brooks. Then he was to highlight "failed liberal policies" with the fiscally conservative Illinois Policy Institute in the afternoon, and court Republican votes at a Lincoln Day Dinner in DuPage County in the evening.
Brooks and the Illinois Policy Institute supported Gov. Bruce Rauner. But some of the Illinois establishment Republican types who wrote campaign checks for Rauner are backing former Florida Gov. Jeb Bush for president.
"You're not for Jeb Bush, but he's going to win this thing, whether you like it or not," a friend, one of the check writers and a boss of a big investment bank, told me. "My ideal would have Bush and (Wisconsin Gov.) Scott Walker as his vice president."
That's his ideal. But if another big-government, big-war Republican Bush becomes president, I just might have to flee the country and open a souvlaki stand in Albania.
The establishment Republicans are very much like establishment Democrats in one thing: What they want is control. It should be interesting to see how far establishment Republicans will go to stop Paul from getting close to the White House.
"We need a debate on how to fix poverty in this country, on how to make poverty less bad, how to make unemployment less of a problem," Paul said in our interview. "It's been a one-sided debate for a long time. Democrats appear to care about the problem, but their policies don't fix the problem and the statistics show that decade after decade, the problems persist and aren't any better.
"And Republicans I think haven't done a good enough job showing that they care, or offering solutions. We're going to put forward solutions."
His proposed solutions include school vouchers and privately run charter schools and deep tax cuts in depressed inner-city neighborhoods, what the late Jack Kemp called "enterprise zones," though Paul calls his plan "Kemp on Steroids."
"The answer to figuring out how we win in Chicago, how we get an increase in the African-American vote, etc., is that you convince people you have their best interests at heart," Paul said. "Second? You explain the current policies aren't helping them at all, which they know. And third, you have to be innovative to figure out how to get people that are aligned in one direction to think otherwise.
"For example, teachers, not the unions necessarily, but teachers in the classrooms, aren't in love with centralized control because they don't want to be judged in Washington," Paul said. "If we can empower teachers to have more power over the classroom, more power over the curriculum, the stranglehold the Democrats have over teachers could be broken up.
"That's how you transform things and change the vote. I think the same is true for the African-American vote. ... I'm saying the opportunity is out there."
Perhaps the opportunity is out there.
This is the blue state where ham-handed Chicago Democrats and white-shoe suburban Republicans have spent decade after decade winning support from special interests by spending middle-class taxpayers into oblivion and giving lip service to the poor.
Come to think of it, Chicago is very much like Washington after all.