Humidity
There's one thing I certainly won't miss about the Midwest - the humidity. It's definitely a problem, especially in July and August, when the heat index can get into the 100's. During the July 4, 1999 period, the heat index was 110, which made it rather unbearable. Simply going out to watch the July 4th parade in Urbana felt like you were in a sauna.

The thunderstorms are the main source of the humidity, especially when they bring a lot of tropical moisture.

Although I have no problem with the heat, coming from California which has dry heat, the humidity was something that takes some time to get acclamated to. It's not as bad as Florida, though.

I learned a couple of things the hard way:

1) Don't bother showering after a workout. You'll start sweating bullets as soon as you exit that nice air-conditioned fitness center.

2) Make sure that you remember to recharge your air conditioner in your car. I forgot to do this, and it was getting rather unbearable, even when driving at 65 with all of the windows down. I ended up moving back to California where fortunately it's not really needed.

3) When taking a shower, just use cold water. If you're like me in the sense that you sweat profusely, using hot water only makes it worse. I usually ended up standing naked in front of the fan, going at full blast, just to cool off.