Miami is quite nice, but be prepared to spend money. It is not cheap there AT ALL!!! I was surprised how much so when I was there. But you have the harbor area with lots of shops and restaurants, but then you also have South Beach where all the action is. Again, where all the money is too, but it is rather nice. I spent many a day there at a local tequila bar.
The drive down to Key West is really pretty, though it does take a while. That is at least a day trip. I liked Miami, but just be prepared to spend.
Been to New Orleans twice, both before the big hurricane so I don't know what it's like now. But again, I really liked the city. Bourbon Street, the French Quarter, and that WONDERFUL little place on the Quarter that specializes in beignets!!! Oh my god, AMAZING!!! It's my understanding the old steam paddle boats don't run up the Old Miss anymore, which is a shame. There were some parts of the city that were questionable, but as long as you stayed on the main parts you were pretty ok. It is worth seeing. Last I was there was Mardi Gras 2006. Man, what a party!!! The last one before the hurricane hit.
Memphis is nice, but it was smaller than I thought it would be. I remember there just being one main drag where all the blues bars and such were. The city itself wasn't too big where all the attractions were. If you go, something quirky to check out is the Peabody hotel. They used to have a flock of ducks (yes, the quack kind) that lived in a penthouse on the top floor, and everyday they parade them down through the lobby to a pond on the bottom floors, and the parade them back up to their room in the evenings. My dad used to see it when he was there on business trips. Funny. And of course you'd have to see Graceland near Memphis. It was a little way outside Memphis, but it is something to see. I'm not a big Elvis fan but I'm glad I at least went to see stuff like the green shag carpet on the ceilings!!! God it was tacky in a way you've never seen. It's worth to see, but of the 3, I'd spend the least amount of time in Memphis.
Chicago is one of the big cities I've yet to do so can't say much on that. Anyway hope this helps.
Adrian
but we're going the opposite direction and will be carrying on after New Orleans through Texas, and across to Los Angeles. Can't wait to sample some of that fine Southern cuisine! 
