Quake and it's better and more unique then any comic shop, lots of random old toys. It's awesome. It's worth the venture. http://www.yelp.com/biz/quake-collectibles-chicago
Uncle Fun is cool too, not as good as it used to be, somehow they've really gotten weak on stock, but it's a "whatever" kind of shop. Random junk, weird books mostly discounted, strange toys, the type of place Pee Wee Herman would (and has actually) shop. http://www.yelp.com/biz/uncle-fun-chicago
I think I post both every time someone asks but they're always worth a mention.