As for King Arthur Flour, I've seen regular unbleached flour at my local Jewel (Skokie Ave & Gross Pt. Rd.), Whole Foods (Evanston), and Trader Joe's (Glenview). I can't vouch for the speciality flours, but it's possible that both WF and TJs also had whole wheat and/or bread flour.
For other baking ingredients, I would check out the Home Economist in Skokie (just take 41/Skokie Ave. South to Gross Pt. Rd. Turn right, and it's about 1 block down). They have a wide variety of many kinds of flours sold in bulk. I'm not as crazy about the spices (I prefer the Spice House), but for some things they are great. As an example, I was able to get buckwheat flour for blinis! I will bet my bottom dollar they have durum wheat flour in bulk.
They also carry lots of jimmies, colored sugars, candy toppings and a wide variety of cookie cutters.
The Home Economist
9159 Gross Point Rd
Skokie, IL
(847) 674-7252
"You should eat!"