Knowing your location, on your profile (so it shows up under your username next to all your posts) or in your query, would help, since you might not want to travel across the entire Chicago area to shop for cheese. If we knew where you were, we could recommend places that are close to you.
Caputo is in near west suburban Melrose Park, with a new location in far north suburban Lake Forest. Pastoral's original store is in Lakeview on Chicago's North Side, with two additional locations in the Loop, including the new French Market in the Northwestern Station. Fox & Obel is just northeast of the Loop in River East.
For example, I'm located just north of the city. When I want cheese and I don't want to go all the way to one of those, my local "go to" places for cheese are
Schaefer's in Skokie, and in Evanston to
Whole Foods and
Foodstuffs, both of which have additional locations elsewhere. All three are decent, but not as impressive as Caputo, Pastoral, or Fox & Obel.
If you don't live near Caputo, Pastoral, or Fox & Obel, there are probably some stores in your area that will do when you don't want to travel to those. Just like in mine.