Congratulations on getting into Kellogg! I got my masters in '05 and lived in Evanston for 5 years, so here are some tips. I haven't lived there in a couple of years, so I apologize if some of the food recommendations are out of date.
Where to Live
There's a lot of choices about where to live. In general, you don't want to live farther south than Main st. because after that point the commute almost requires a car (or a longer bike ride). Davis st. is fun and close to campus. Dempster st. is a great street because you're between two downtowns (Main St. and Davis st), you're much closer to grocery stores, and there's a lot more restaurants within walking distances.
There's a condo building on Dempster that has private rentals commonly rented out to Kellogg students, but units in there are harder to find because it's all privately rented out. That's where I used to live and loved it. Here are two places open in that building:
1bd - biddenly[DOT]com/listings/2UNI9K/
2bd - biddenly[DOT]com/listings/J5QWpo/
(Sorry, can't post URLs on this forum. Replace the [DOT] with . to see the listings.)
There are also the standard places like Evanston Place / Park Evanston. The upside of them is that they're closer to campus; the downside is that they're pricier, smaller, and much older on the inside. These are part of the standard DAK tour, but you can do better elsewhere if you keep your eyes open.
Must try: Pita Inn (drive down dempster towards skokie) - Try the lamb kebob sandwich, chicken shawerma sandwich, hummus + pita. And then the baklava. You'll thank me later.
Joy-yee's - (Davis/Hinman) - this vietnamese restaurant is a place I've been going to ever since before there was even an Evanston location. They make the best fresh fruit smoothies (w/ tapioca balls - aka bubble teas). My favorite drink: ask for mango-kiwi-tapioca. Also good: mango-lychee-tapioca, strawberry-kiwi-lime-tapioca, green tea tapioca, and almond milk tea tapioca (you can get them all without tapioca, but you'll love them if you give it a shot) For food there - try the malaysian seafood baked rice, chinese broccoli in garlic sauce, or even beef with asparagus. All good - their menu is extensive. one warning though: they're always busy, and it can get pretty loud, so don't expect to have a "panera bread" conversation here. Some stuff can be so-so, but it's a fun place to go.
Best Pizza: Trattoria Doc (main street) - great little italian place with very authentic thin crust Italian pizzas (favorites are the quattro straggioni and the capricciosa). The duck-pasta is also good (tagliatelle, I believe)
Best Sushi - Sea Ranch Fish Market (Dempster/Chicago) - It's scary at first, because it seems like such a small shop, but the sushi is some of the best, and most affordable, sushi I've ever had. Complimentary hot tea. Great little market to buy your own sashimi if you want to do it yourself
Runner-Up: Kuni (Main Street)
For something different, but good, Addis Abeba (Chicago/Dempster - close to you) is good African food.
Thai: There are tons of thai restaurants in Evanston. I really like Siam Pasta (Dempster/Sherman) because it's so cheap and good. There are coupons that come around in the mail for $5 off an entree if you buy two, and entrees are only like 7 bucks to begin with. You can easily have a dinner for two with plenty of leftovers for under $20. I like their curries, pad thai, the dish that has chicken/broccolli served in peanut sauce (can't remember it now), and their crab rangoon is good too. During the summer months, you can sit on their outdoor patio, which is really nice. Also, try the mango sticky rice for dessert - an authentic dish. Also, probably the best place in evanston for Thai is Thai Sookdee (on davis or church, west of the movie theater). Good stuff there too - a little more authentic, but just a teeny bit pricier.
Bat 17 - great eclectic sandwich joint/bar/etc/etc. really good sandwiches, and high-quality ingredients. They have a breakfast sandwich with egg, chorizo and avocado that I really, really like.
Koi - american-asian food in a nicer setting. we like their mongolian beef (enough for two) and crab Rangoon
Giordano's - must-have (at least once) deep dish pizza. stuffed spinach is where it's at.
Prairie Moon/Nevin's - great bars with surprisingly good food, particularly Nevin's. I never ate there enough, but they have really good burgers as well as other dishes (even calamari!)
Dixie Kitchen - awesome cajun food. recommended: gumbo, crayfish etouffe, and an absolute must-have: fried green tomatoes.
Buffalo Joes: the spot for hot wings
Merle's: decent ribs
Some nicer places:
Stained glass bistro - great french restaurant, pricey but reasonable, great lamb and wine selection
Oceanique - awesome french seafood restaurant, great food, worth it for a nice occasion. One of the best meals of my life, but pricey.
There's also all the other chains: panera bread, cosi, einstein bagels, etc.,but you'll know about them.
Jewel, Trader Joe's, and Whole Foods are all near Dempster.
However, if you want to save some cash or get really amazing produce, drive down Oakton and there's two stores next to each other: Market place and Aldi's - Aldi's is great for cheap packaged food (cereals, pasta sauces, etc. etc.) and Market place is great for produce, meats, and cheeses.
Sailing/kayaking - you can rent (cheaply) sailboats and kayaks at the Dempster beach station
Sailing lessons - NU offers some really really cheap sailing lessons (look up the NU sailing club)
Driving range - drive down to Oakton and McCormick (I think) for a nice, two-level, driving range that is lit at night. They also have batting cages and a mini-golf course
Festivals - Evanston has a lot! The art fest that happens on Main is one of my favorites
Club to join - the Young Professionals of Evanston sometimes has social gatherings and fun events. Good crew if you want to make some connections.
Bahai Temple - You must check this place out. Don't miss it. Don't google it for images ahead of time, just drive up sheridan until you see it on your left (north of NU campus). It's amazing.
Botanic Gardens - Gorgeous gardens a bit north. Free to get in, $20 to park. I used to go so much I bought a membership. It feels like you're in another country.
Ravinia - great for concerts.
Enjoy!! I hope you love Evanston!