Check a website such as 50States. This site has a page listing all colleges and universities in the state of Illinois. Press "Ctrl"+"F" to launch the "Find" function in your browser and type "Chicago." The search results will allow you to browse through the sorted list of Chicago schools.
Go to Google Maps and search "Chicago." With Chicago located, enter a new search for "college." This search will bring up the colleges on a map of Chicago. Seeing the colleges on a map is useful if you want to choose a college based on your location. The map will also show colleges just outside the city, where you may realize a college isn't as far away as you thought.
Contact your guidance counselor or careers department if you are still in school. They are likely to know specifics about colleges. They'll be able to tell you which colleges are good across the board and which specialist colleges are best suited for you.