Rocket hobby shops in Illinois are hard to come by, most of them are RC. Champaign has a few shops, there is a pet shop that sells motors up to G (for ridiculous prices), but I can't remember the name of it. Also, if your in to RC, Tower Hobbies is there also (I haven't found it though). If your there on the 2nd or 4th Saturday of the month, the local club, CIA, will probably be launching in Dodds Park if the weather is nice.
Up north there is Dynamic Balsa in the thriving metropolis of Leanore, but he mostly has RC stuff too. I've ordered some motors from him (including some HPR), but they are special order only. He also carrys a limited selection of LPR motors, kits, and tubes. Half of his shop is also paintball supplys if your interested. Also, if you go into Ottawa there is A. World Hobby, he carry's some older LPR stuff. The last time I went in there he had a Maxi Brute V2 from Estes. But, he likes to talk, so only go in there if you have a lot of time on your hands.