Hi, well azaleas are a bit hard to deal with in Chicago apts. except as seasonal 'throw-aways'. The trouble is that they need to live outside (but not all bonsais do) in a warmer climate than yours, but still have cold dormancy in winter - just not too cold. If you were to have a house with a cold room in the basement that stayed around 40 Fahr. in winter, that would be ideal, but unfortunately you don't. I suggest that if you're interested in bonsai though, there are lots of ways to go, not the least of which is using tropical material for 'indoor' growing, vs things that need months of below freezing to survive. Let me know and I'll help you get started - just don't go buying anything til you know which way to go.

Do you have windows? It won't help with the azalea, but there are a few things that can grow indoors on a window sill. I have had a variegated ficus benjamina, 2 scheffleras, and 2 jades in those conditions for about one and a half to three years depending on the tree. I think they all would probably be happier outside with at least some morning sun but I don't have time to make the stands to put them on. They are doing pretty well indoors though. The window has to get a pretty good amount of light, too.