Here are the fees for all Chicago Harbors:
http://www.chicagoharbors.info/2012 Harbor Fees.pdf
The star docks are a good deal. Basically, they are floating "island" docks that you have to access by dinghy, but it gives you a nice little community on your "star". Moorings are also available instead of slips. Be aware that some harbors can't accomodate sailboats because of bridges that don't open.
IF you don't want the downtown hub, Montrose Harbor is excellent and has a great beach. But it is not easy access from the southwest. I would consider Jackson Harbor if I were you. It is in the area where the University of Chicago is and the Science Museum. It is also the location of the Chicago World's Fair Columbian Exposition in 1893. The book The Devil in the White City by Eric Larson is an excellent read! I highly recommend it!
You won't find any other harbors in Illinois other than Winthrop Harbor on the Wisc. border (convenient access off I-94). Otherwise, you can look in Kenosha or Racine Wisc, Indiana or Michigan.
You probably won't like the Chain o Lakes because the water is very muddy, dirty, shallow, WAY too many powerboats and don't let all the interconnected lakes fool you, bridges keep sailboats in separate bodies. Other lakes (in Lake County) are generally private and access is difficult at best. Lake Geneva is far from Naperville but beautiful beyond belief. Probably VERY pricey. People like the Wrigley's have their summer mansions there ... it's sort of the "Newport" of the midwest. Lots of options in southern Wisconsin, though. I don't know about Indiana and south of Chicago. Nothing out west.