ATP is good if you have to get it done fast. Training is tailored to be productive and efficient. Not that it couldn't be that way at local flying clubs, but this is their specialty. You are going to pay for it up front, but if you tried to do this on your own motivation it might cost you just as much and take twice as long. If you are looking to do this in the winter good luck...your window of flyable wx is closing!
I would recommend ATP. I have instructed in Chicago for several years, and it can be a challenging area to learn in with regards to the winter. So get moving or wait until the thaw of spring! Or go south...that would be a better option this time of year, but that will incur lodging fees.