well, there is Conte di Savoia on Taylor - lots of great Italian meats and cheeses. Plus dry goods, including olive oils and pastas.
right in Pilsen, you can get some great Mexican ingredients and produce (especially produce associated with Mexican food - mangos, avocados, epazote) at La Casa del Pueblo.
Conte Di Savoia European Spec
1438 W Taylor St
(312) 666-3471
La Casa del Pueblo
18th & Blue Island (you can stop by and say hi afterwards, we're
just south on Blue Island)
Haven't found meat or sausage like Paulina - you'll have to make the trip back up north. We also go to the West Loop for meat.