I am not an expert, but these are one of my favorite snacks, so I seek them out everywhere I can!
You can buy the kind you steam at home in the frozen case at various Asian grocery stores. I always pick them up at the grocery on Argyle, South side of the street and a half block East of the L stop.
I think the best take-away kind are from St. Anne's Bakery, in the strip mall in Chinatown. Lower level, same side as Lao Sze Chuan, across from Joy Yee's Noodles. They have the baked kind (in an egg-bread, round/oval shape) every time I've been in there, and a couple times they had the steamed variety (the white ones that look like a spongy baseball, called bao), too. Sometimes we eat dim sum at Chinatown Place, then go a few doors down to St. Anne's to get a bubble tea and the baked BBQ pork and minced chicken buns for a snack the next day. Yum!
"Whatever you are, be a good one." -Abraham Lincoln