You have the Jewel Osco supermarket where most people shop.
They carry all heimishe products.
Then there is Kol Tuv grocery which also carries all heimish brands.
(There is also Sara’s Tent and also the Kosher section at Marioanos. But less people shop there.)
In general you can almost anything here.
Prices? I think it is a drop more expensive than in NY but not crazy. You could find the same prices in many NY stores.
Otherwise (almost) all stores in Chicago carry the hechsher of the CRC (Chicago Rabbinical Council).
In general out of town you will not have the vast selection and conveniences of in town but Chicago is still not a village.
Many people enjoy the very fact of a lifestyle that is a little more simple.