The seminary (only one) monydad thought of is Garrett–Evangelical Theological Seminary. It is a grduate school located on NU campus and is not affilated with NU. The seaprate colleges at NU have virtually the same admission standard and transferring among four of them is very easy. The only exceptions are schools of journalism (very limited enrollment) and music (conservatory-caliber).
Evanston is bordered by Chicago to the immediate south; the subway and intercampus shuttles make Chicago pretty accessible (NU’s law/med schools are in downtown Chicago). How often students go to Chicago really depends on each individual and the people he/she socializes with. Dorms often organize trips into Chicago that one can take advantage of if he/she wants.
Many students don’t feel the need to go to Chicago every weekend because downtown Evanston is often enough for them. Shopping isn’t great. But there are plenty of eateries and a movie theater complex. The top-notch performing arts programs at NU offer many shows throughout the academic year. They are no professional like those in the Theater District in Manhattan but if you are on student budget, you’d get more bang for your buck.