Any tips for students wanting to go out of state for college?

Hey y'all I'm thinking about going out of state for college my goal is go to Loyola University in Chicago or DePaul University also in Chicago. I have a few family members that live in the city but I'm not to sure if I should move in with them or try to stay in a dorm. Please let me know what y'all would advice me. I'm currently debating because living with family would be more cost efficient but I'm scared that I won't have too much freedom. I don't want family to be watching my every move but I'm also scared of how much dorm living would cost. Please help!