Just to comment on your last sentence - I would definitely still try to negotiate for more financial aid from both schools. It's always worth a shot, even if they don't give you anything - and I wouldn't let the fact that you might chose a Canadian school later deter you from negotiating a better price - after all, it's still a legit possibility that you may attend.
I also agree with
@Maximus0703 about the research year at Yale - 75% of students opt for a 5th year. If that is not really something you're interested and you want more of the 4-year culture, Chicago might win in this aspect. Also, it sounds like you might enjoy Chicago (as a city) better. Both are excellent schools so you really can't go wrong.