A recent thread bemoaned the fact that there are very few investment groups in Chicago that will fund startups. The link is a list from Crains showing some of the investment groups in Chicago, some of which DO fund early-stage companies.
I note that it is an incomplete list in the title, because I know of several funds that specialize in early-stage startups that are NOT on this list. Those funds tend to be a bit more publicity shy. This list might be a starting point for you, though,if you're currently looking for a funding source in Chicago.