As to good bakeries, here is my west suburban catalog, which is outside the sphere of the other suggesions, but may be of use to some.
Hahn's - Geneva. Good tarts and cakes, and all around pastry. Not too fond of their bread which is a little too sweet and soft for me.
Tea & Sympathy - Naperville. Great chinese pastries, done in a somewhat French style. The sweet breads, eggy rich, such as the Pineapple bread, are very tasty fusion items. Then they also have a full line of European pastries, including lots of cheesecake-ish things that I have never tried.
Upper Crust - Lisle. The best coffee cakes I have ever had. These are regular strip coffee cakes, but they make all sorts of varieties and they are all totally sinful. I have not yet gotten beyond these, but they have other cookies and pastries that look darned good.