"The Pawn Shop" in Rantoul usually has some interesting things, more so than most of the average pawn shops around there. He'll deal if he's in the mood.
There's another shop in St Joe, can't remember the name, but it's the same guy that ran the "Sport 101" shop in Urbana. It's on the left as you go east on 150, not quite all the way to St Joe I think. (Dave's gun shop ?)
There's a guy in st Joe that sells reloading components, usually has a fair supply of powder/bullets/primers etc. usually has a decent supply of cast bulelts in too. He'll order stuff in also, guns or whatever. Send me a PM or e-mail and I'll give you his name.
There's a shop just across the line in Indianna, south of the Interstate about 10 or 15 miles. "Darrels Gun Shop" I believe. he has a variety of things, rifles, pistols, shotguns. Call before going over, I think he's closed on one weekday, but is open on one weekday evening. You can buy long guns from him being from out of state, but handguns will have to go to a local dealer for you to take possesion. It's worth the drive. He's usually pretty well stocked on cast bullets and other reloading stuff.