Sicilia Bakery at 5939 West Lawrence has the BEST cannoli’s anywhere. They make them still by hand and are the freshest anywhere. Definitely something everyone should try. If you are a cannoli connoisseur I guarantee these will be the best you ever have.
Pasticceria Natalina in Andersonville (5400 block of north Clark) hands down. I've eaten a lot of canolli in Italy and these compare to the real thing. They also make sfogliatelle, which are ridiculously good.