Unfortunately, it's going to mean calling and checking, but I think I've seen plain sugar cookies (albeit smallish) at Bennisons, NY B&B, and Tag's in Evanston.
Bennisons
1000 Davis Street Evanston, Illinois.
847-328-9434.
New York Bagel & Bialy (and I think they outsource their bakery stuff, so ask if their baker offers one)
4714 W Touhy Ave
(between Keating Ave & Kilpatrick Ave)
Lincolnwood, IL 60712
(847) 677-9388
Tag's
2010 Central St
Evanston, IL 60201
(847) 328-1200
I'm guessing any bakery that offers iced cookies will probably offer them plain as well.