for Chicago, in a word, yes.
in climates with a moderate season, things like
tomato
pepper
celery
leeks
cabbage
brussel sprouts
melons
broccoli
cauliflower
cabbage
<and stuff I've probably missed>
are all candidates for starter plants indoors.
peas
beans - pretty much any type
corn
all benefit from a 24 hour water soak prior to direct seeding - gets the germination going and the seeds will sprout much faster with less risk of rotting in cold soil.
depending on the available "conditions" - starting things extra early can be not good - once a plant has put out a couple pairs of leaves, it needs the absolute maximum (early season) sunlight available. a "sunny windowsill" may not be sufficient. started too early plants can get "leggy" or "spindly" and in fact get a bit "stunted" from inadequate sunlight.