Should I invest in a window air conditioner or a dehumidifier?

The dehumidifier I had didn’t make any difference whatsoever so I got rid of it. I don’t know if better quality de-humids would work better.

A regular fan might be just as good, and cost a little less to run.

A dehumidifier will work better under extreme humid conditions. I don’t think Chicago qualifies for it, Texas and Florida take the first spot in humid weather.

In your question you say that you get very little cold air, so I assume you get some. Lowering the humidity will increase comfort. The real answer would be to get a Hygrometer, a humidity sensor, and see if the humidity in the room is high with the air conditioner running. If it is, a dehumidifier would help. Keep in mind, a dehumidifier does nothing to lower the temperature and only when the collected water is removed from the space, so it cannot re-evaporate, is the result achived. You can pour out the collected water or send it down a drain thru a hose.

http://www.fluther.com/disc/2131/if-i-buy-a-de-humidifier-will-it-keep-my-studio-cooler/

They also make window-less a/c’s now, on wheels so you can move them room to room. You still need a window to vent the a/c’s exchanged warm air and condensation ( from a small tube in the rear of the unit) but the size of window does not matter since you can custom fit.