I have been accepted in Columbia, Upenn and Northwestern. Would somebody tell me if the costs of living at Philadelphia are similar to the expenses to live at New York or Chicago? Are there significant differences?

The cost of living (rent, food, etc) in Philadelphia is lower than in New York. A similarly sized appartment would be a few hundred cheaper than in NY. I believe Chicago is cheaper than NY too.

That said, NY is an incredible place, and NY is certainly very lively, vibrant and exciting.

The cost of living (rent, food, etc) in Philadelphia is lower than in New York. A similarly sized appartment would be a few hundred cheaper than in NY. I believe Chicago is cheaper than NY too.

That said, NY is an incredible place, and NY is certainly very lively, vibrant and exciting.

One thing people are missing here is that accommodation at Columbia is subsidized so you wouldn't be paying market rent anyway.
I have my own one-bedroom apartment, with doorman, view of central park etc for around US$1200. It would be a lot cheaper if you were sharing with another student and didn't have the view etc. I would check with the respective universities.
In addition, while NY is generally expensive the one thing I find cheap is food. I didn't notice any difference between the prices at restaurants at Phillie compared with NYC. If there is a difference it is too small to make it worth deciding your law school based on it.

I have lived in both cities and living in Philly is cheaper, but then NY is more fun.

You can also live in Philly and escape to NY often (two hours by car)

ups

$600+ for one bedroom on campus in Philadelphia
$1000+ for something similar in NYC

Not small difference