The one I went to yesterday was in Naperville. It just opened about a month ago. I usually frequent the one in Bloomingdale since I live pretty close to it, but I've been to all of them in Illinois.
You definitely should get to one, there clearance section is great sometimes and bad sometimes but $1-$3 cds is a great deal.
www.hpb.com and find one of the 6 closest to you.