For the Chicago area, if you go to this website, you can download a cue sheet and maps for the Grand Illinois Trail which will take you through Chicago and Northern Illinois.....
http://www.bikelib.org/git/index.htm
And if you go to the Illinois Dept of Transportation, you can order free bicycle maps for the entire state which highlights the best roads to take......
http://www.dot.state.il.us/bikemap/STATE.HTM
If you want to go through the actual city of Chicago, you can order a free bicycle map from the city....
http://www.chicagobikes.org/forms/bikemaprequest.php