Shore Gallery in Lincolnwood (just outside the city, on the North side) seems to do pretty well. They sell to a lot of LEO's , I must see a CPD officer there every time I visit. LEO's and those who don't know much about guns will still go to places inside cook county.
I feel bad for Cabelas, they are 10 mins from a place called GAT Guns which is in DuPage County. GAT has a larger selection, similar pricing and no $25.00 tax.
"....The swords of others will set you your limits".