Not in NYC or Chicago, but BuyVM is my go-to VPS. Super fast, nerdy support (know what you're doing and you're fine) and great services. Try their ping tests and see if that works for you. I'm in NYC and use it for most of my projects (so does my husband, who has 3x my geek cred).

Seriously I was paying 5x as much with another provider and getting shit performance in comparison.