When I wrote my first book, I set it in a nebulous, unnamed suburb west of Chicago. Note: you can't be east of Chicago or you'll be in Lake Michigan! LOL!
I didn't name the suburb, nor did I have to, since I was only writing 1 book. Then the heroine's best friend wanted me to write her a romance too, so I wrote the second book. Then the children of their close friend started demanding that I tell the stories of their romances also. To date, there are 6 books in the series, and #5 is the free download on Smashwords.
An author friend has a blog in which she showcases each of the 50 states each year. I have a free book offer, so head on over to check out my posting, and leave a comment for a chance to win! Good luck, and see you around the western suburbs in Chicagoland!