Hello A.! Congratulations!!
I would suggest, as I'm sure others will, Motherhood for clothes. There is one off of Fullerton and just west of Clybourn--that big shopping center? Be aware of their strict return policy--but they are extremely helpful and nice.
For some of the same clothes, but a more flexible return policy, go to Macy's Motherhood section. They also carry Mimi Maternity clothes (which don't happen to fit me, but may fit you).
I strongly suggest avoiding the "What to Expect When You're Expecting" book. It *is* extremely popular, but not extremely accurate. Instead, I like the "New Well Pregnancy Book", and the Bradley-style birth books for information. (Whatever method of birthing you choose, Bradley style birth information is extremely helpful, in my opinion.) Randomly, I thought "Birth: the Surprising History of How We're Born" was very interesting and well-written.
GET PREGNANCY MASSAGES at least once a month and even chiropractic care throughout--totally worth the money!! (Thousand Waves Spa on Belmont happens to have at least one certified pregnancy massage therapist, Heidi, and she is great. You should only see a pregnancy certified therapist as there are different stages and contraindications.) Pregnancy massage is also good post-birth, wait until after about 4-6 weeks, for helping your body to recover more quickly. Any complications or C-secs you may have to clear with your doctor/CNM.
There is La Leche League for help with concerns on breastfeeding (google it!). You can get information from the hospital(s) you plan to deliver out of for classes. If you would also be interested in a doula, go through one of the well-respected centers here--there was one over "Women and Children First" in Andersonville but they moved. You would need to find out soon, as they become dedicated to you as a client and have to keep a month window per mother.
(this was an article I just found in googling--
http://svmomblog.typepad.com/chicago_moms/2007/07/not-wit...)
I happened to stop going to my gyn and have since switched to a great CNM (certified nurse midwife) who delivers through Evanston and is associated with gyns (for emergencies). I have found personally that she is more satisfying for listening to all my questions, more years' of experience, has better solutions to concerns, and as a bonus bills less to my insurance...
On a less-fun but important note: Stay on top of your insurance, track all of your EOB's (explanation of benefits) for your own security in the overall cost. Don't just agree to tests unless you know what they are and if you really need a separate office visit for them (like spina bifida--an important test, but has a 4 week window and can be done along with your monthly visits. My gyn tried to get me in twice to double bill me). I used to work in a doctor's office, so I've learned where insurance may say "we didn't get a bill" just to delay payment, then you meanwhile get billed from the doctor. Call your insurance rep if you have questions too.
All in all, just be a bit careful but remember that pregnancy is a state of wellness, not illness! Enjoy it, and never be afraid to ask your medical practitioner questions.
Happy Mommy-making!