Threadless Chicago is an amazing place! It was like Disneyland (for me), so if you dig that kind of thing, check out this post for some of the photos that I took!
After School Matters supports and empowers the young citizens of Chicago through showcasing their art creations. Check this post for some photos of their beautiful, eye-catching shop.
One of my favorite art supply store in Illinois is BLICK. They have a massive variety of supplies, kits, and collectibles available.