Having recommended St Louis and Chicago early on in this thread, I would on reflection agree that St Louis is worth 3 days (I certainly did it in 3 with family and in-laws). Question is whether your 5 day trip really is a 3 day trip with flights on first and last days or whether you're going...
Chicago is a great city to explore. Loads of restaurants, bars, museums, tall buildings and other touristy stuff.
I also recommend St. Louis. Went there last summer and had a great time.
Weather-wise in February St. Louis would be better, but Chicago does have more to see.