It's frustrating when your hydrangea is the only one in the neighborhood that won't ever bloom. The neighbors don't have that problem! Why do you?
First, there are two main groups of hydrangeas. Some bloom on the branches that grew the previous year (old wood bloomers) and some bloom on the current year's growth (new wood bloomers). Most problems are with the old wood blooming type. On old wood bloomers, the branches that you see poking out of the snow all winter have microscopic flower buds already in them. If those branches die in the extreme cold of winter (or are pruned down at the wrong times of year), you'll get no flowers the following year. The plants may regrow from the base and be big and lush, but since all that growth is new wood, you won't get any blooms. Not. A. Single. Flower.
There are 2 things you can do to prevent that.
1.) Make sure you're pruning at the right time of year.
There is one window of opportunity each year when we can prune old wood bloomers and get away with it. That time is in mid summer right after the current flush of flowers has died off. Even if your plant didn't have flowers, mid summer is your chance to prune. It's not that you have to cut, but rather that you can cut. Take this opportunity if you want to reduce the size of the bush. If you're happy with how big it is, you can leave it alone. 2.) Protect them in winter
Those old wood blooming types don't like extreme cold. Chicago is the far Northern extreme that they can survive. Even so, many winters here kill the bushes down to the ground, eliminating all of next years flowers. Be sure to cover them in the late fall after the leaves have fallen off. Pile some leaves around them, mound up some mulch, or wrap them with some burlap. When winter comes around and you're shoveling, pile snow on top of them if you can. It actually helps insulate them from the really cold temperatures. DON'T prune them then or you'll be taking off next years flowers. Don't prune them in the spring either. We need those branches to survive and grow new leaves or we'll get no blooms. With any luck, you'll be enjoying a beautiful crop of flowers next June and July. Then the neighbors can be jealous of YOU for a change.