Believe it or not, even with restricive "Chicago Ban" Gun laws, there are some places to shoot.
http://www.webcom.com/gun_guy/rangesil.htm
The biggest is in Dundee IL, G.A.T. (Guns, Archery, and Tackle). It is a 2 story building with 4 ranges and an inventory that would make most drool. 1 Archery range, 3 pistol. (offer rentals)
http://www.gatguns.com/
Next would be Gun World in Bensenville, IL. On the south west side of the O'Hare airport. (makes your feel safe) Inventory downstairs and 3 ranges upstairs. (have some rentals) 421 E Irving Park Road, Bensenville, IL Indoor Pistol and Rifle Hours M-F 10AM-8:45PM, Sat-Sun: 9AM-5:45PM
Next is Maxon Shooters Supplies & Indoor Range Corporation
1226 Rand Road Des Plaines, IL 60016. They do rent. 2 Nice ranges
HP Shooting Center, 2908 West Rt 120, McHenry, IL 60051
(815) 578-9194, They rental as well. In a basement of a bike shop. 50Ft Range.
www.idpamchenry.com
Bass Pro Shop Outdoor World, Gurnee IL. They do not rent and are very restrictive on the use of guns. No rapid fire... Rifle tube.
Newest, have not been to yet is J R Shooting Sports, 519 North Oakhurst Drive, Aurora, IL 60504 They have a shoot all day rate.
http://www.jrshootingsports.com/
This is just a few on the north and west side of Chicago. Hope the information helps. Be sure that you go to the range with a F.O.I.D. card holder. Being without one, you will not be able to rent. However a buddy can and if the range will let you shoot under his supervission, you'll be golden. Prices go between $10-$15 per hour. Most ranges are not that strict in regards to watching the clock. Unless really busy, you could shoot till you out of ammo or money.