Chicago?

Set in Chicago, shot in Toronto.

They never said Chicago that I recall, just showed that one night scene that all Chicago set shows use, but when they were apartment hunting in the newspaper they talked about places like Wicker Park.

Aside from the stock footage shots of the Chicago lakefront, I think they mentioned The Bears at one point.

Is it Toronto? Looked like Vancouver to me, though I could be wrong. Lots of Canadian actors though.

Edit:

OK, definitely set in Chicago. James Marsters mentions the cities of New Canaan and Moline.