Well, there's Roseb... oh wait, never mind.

Seriously, though, Royce - the new incarnation of John Des Rosiers's restaurant in the former Rosebud space - has a filet as well as a skirt steak on their menu, along with a 16-ounce bone-in ribeye as their Saturday special. It's worth a try. You can often find a really good steak at a restaurant that's not known as a steakhouse (such as the previous mentions of Deleece, which I love but it's awfully far from Highland Park, and Prairie Grass Cafe).
Along similar lines, another option you might try is Cafe Central (filet) or Happ Inn (skirt steak), both from Carlos Nieto. (There's no steak on the web menu for his new place, Nieto's.)
And if you want to go to a traditional steakhouse, there are lots of them not too far away in Lincolnshire (Wildfire, Sullivan's, Fleming's, Eddie Merlot's) and Wheeling (Pete Miller's, Tramonto's). I've found Sullivan's and Merlot's to be quite pricey, though. Lately I've had several meals at a relatively new place that's a bit further away, Beelow's in Lake Zurich, and it's been consistently excellent, as well as more reasonably priced.