Of all the Glock models, you bought the best one IMO. I like the 19 more than the 17, it's a little more concealable, and the slightly shorter sight radius makes zilch difference, at least to me. A couple less rounds, but with such high capacity already, nbd. My first Glock was a 21, first gen, and I barely shot it. I was issued a G19 for work years later, and really grew to like it, and as I said, after shooting piles of them on the rental range I worked at as a kid, found it to be what I think is the best overall model.
Depending on what you're used to shooting, you might not like the trigger a whole lot. There are options, putting an aftermarket trigger in with a 3.5lb dis-connector, plus a few other tricks, can really change the trigger press on the GLock pistol to something fairly decent.
You planning on carrying it off duty (or on)? What kind of holster are you going to use? Also, what generation is it, the newest 4 or an older model? I've heard that Chicago PD has a variety of sidearms approved for use, and that officers that have been around a while (cough) could keep their older single action or revolvers if they had them before a certain date. I assume from your post that this is what you did, not having a hi cap semi and so on.