Every year, the Tribune and Metromix do an article featuring a few of their top picks for Thanksgiving dinner. For this year's article, go here:
For more complete listings of places doing something special for Thanksgiving, go here:
Places listed there in the northwest suburbs include Wildfire and McCormick and Schmick's in Schaumburg, Birch River Grill in Arlington Heights, and Harry Caray's Italian Steakhouse in Rosemont.
Personally, I've found that if you want to go out for Thanksgiving dinner, Thanksgiving Day is a great time to go to one of the nicer restaurants in downtown Chicago that do a special dinner that day (as noted in the links above). Along with Christmas, it's one of only two days all year that you can count on there being very little traffic (getting downtown as well as once you're there), no crowds, lots of on-street parking available, etc.
In recent years, we've had Thanksgiving dinner out several times, at: Chef's Station in Evanston (last year - great), Mity Nice Grill in Water Tower Place (good), Lawry's downtown (good), and at the Hotel Nikko (very good).