Typically Chicago is a great place to stay in during July - and why bother leaving? Between the Taste of Chicago and street festivals, it's a fun place to spend time.
But if you truly want to get away, here are some relatively inexpensive destinations for July.
San Jose, Costa Rica. Showing from $253 on American Airlines.
Panama City, Panama. Showing from $306 on American Airlines.
What about mainland Europe? Forget it. The cheapest price I can find anywhere in Europe is Frankfurt, Germany, starting at $860. Rome? $1250+. London? $1150+. Warsaw? $1550.
Unfortunately, there's not much going on. I'm taking my own advice and going to San Jose, Costa Rica for the 4th of July weekend, seeing if I can't do it cheaply.