Jesus Chicago is a massive place. So many possibilities for starting points. 

Thinking of going for the [url=https://www.google.co.uk/maps/place/Chicago,+IL,+USA/@41.8698124,-87.9597378,2395m/data=!3m1!1e3!4m2!3m1!1s0x880e2c3cd0f4cbed:0xafe0a6ad09c0c000=]Walmart at Villa Park[/url]. 

It'll probably be looted, but it's as good a place as any to start looking for supplies. The trek into the city proper is going to be nothing short of a zombie-filled nightmare, looking at the innumerable gridded streets. Gotta give it to you Americanos, you sure keep things nice and organised from a road perspective.

In England it's like someone just got a map, closed their eyes, and squiggled all over the place.