I interviewed several years ago so you'll likely want to try to get more recent info to corroborate this, but here are some of the things I picked up about programs in that region from my own interviews and scuttlebutt along the way:
Ohio: I would say Cincy is probably the most well-regarded program in this state. This would be a good place to look at if you have any interest in child or forensics. They have a dedicated psych ER which isn't a very common thing. Back when I interviewed, Cincy had a fairly tough call schedule by psych standards but word on the street is that they have changed things with the duty hour changes since then and it's supposed to be better now.
Michigan: If you're looking for a career in academia U of M is clearly going to be your best bet in the state, especially if you have any interest in things like treatment-refractory depression cases since they have developed a Depression Center there.
More than one interviewer at other programs commented on people at U of M being self-important/arrogant when they found out that I had also interviewed there, for whatever that's worth (though I know this website has some alumni of the residency program who seem like very nice folks). Culturally, Ann Arbor is a kind of strange environment...a small city of some of the most liberal people you'll find in the Midwest, but yet surrounded by fairly conservative rural communities. To me, it has a very similar feel to Madison WI.
I rotated at the Henry Ford program as a med student and thought it offered some good things as well despite not having the "name". The program director has changed since then so I can't say anything about the current PD but I liked the chairman (very approachable and seemed to care about resident education). You get a good diverse mix of patients (black urban poor from downtown, affluent white people from Oakland county, a huge Arabic population in Dearborn, a large gay community in Ferndale, etc.), and while I didn't spend any time on consults there I would expect that Henry Ford Hospital would be a great environment to see zebras on the consult service.
Based on my interview there, I'd say Wayne seemed to offer a very gritty/no-nonsense, rigorous urban experience as you'd expect. The program director there comes across, as you'd expect, also as a very no-nonsense type of person who would be demanding but also probably teach you a lot.
Illinois: Chicago programs are going to be more competitive than you'd expect for a normal program of their caliber because so many people want to live in Chicago. Northwestern is probably the most prestigious program in Ill. Advocate Lutheran seems to be a pretty benign program, felt more community-oriented than academic/research-focused but at the time they were expressing plans to try to move in a more researchy direction. Very small resident classes. That might be nice for some people but at the time was causing issues due to coverage for sick residents. If someone in the residency becomes sick/pregnant and you need to cover for them you feel the pain more in a small residency than a large one.
Wisconsin: Both University of WI and Medical College of Wisconsin do their "psychotherapy immersion" year in PGY-2, which is a bit unusual (most programs do the bulk of your psychotherapy training in PGY-3). The reasoning for that is that it gives you a chance to have more of a longitudinal relationship with your psychotherapy patients. People seemed very friendly and down to earth at both programs. UW is more prestigious in terms of research/academic reputation. I believe they are willing to let people who want to do child switch their medicine months for peds months.
MCW has just about all the fellowships and they like to take their own residents for the fellowships, so that would be an advantage if you see yourself doing a fellowship. MCW also has a dedicated psychiatric ER similar to Cincy (and a few other places in the country).
Madison is, as I mentioned, very similar in feel to Ann Arbor from my perspective. Milwaukee seems to have gone through some revitalization over the last few years and has quite a few entertainment/restaurant options. The main drawback both places have is the winter climate.
Something else you might not realize if you aren't from there is that the alcohol/drinking culture in Wisconsin is quite prominent (though maybe you would expect that with its history). For someone who has an interest in substance abuse treatment that might be a good thing. 🙂