The Mitsuwi Marketplace (exit Arlington Heights Rd. from I-90, head north, its at the NE corner of Algonquin and Arlington Heights) is a larje Japanese supermarket that has a great food court with several vendors. You can also get pre-made sushi in packages which is better than most pre-made sushi I've had.
The market is fun as well, and there's a Japanese dinnerware store that sells really beautiful fishes, and a Japanese bookstore there too. Definately worth a visit.