In addition to Fox & Obel and Whole Foods...
In the city:
1. Pastoral (Lakeview, Loop, French Market) www.pastoralartisan.com
In the suburbs:
1. Caputo Cheese Market (Melrose Park, Lake Forest) www.wisconcorp.com/caputocheese.html
2. Foodstuffs (Evanston, Glencoe, Glenview, Lake Forest) www.foodstuffs.com
3. Schaefer's (Skokie) www.schaefers.com
I should add, Caputo's Melrose Park location is absolutely HUGE, as is the selection there, whereas the selection at their Lake Forest location (as well as at Foodstuffs and Schaefer's) is significantly smaller, although all are high quality and worth considering.