Wheaton has a couple great Tot Lots that are smaller scale. I remember feeling like I could relax a little more at those parks. There is one on Illinois St. (I think) up the block from Jack Straws and one by the college ave train station. I can't think of any others off the top of my head, but the park district may be able to tell you.
I do not recommend the DuPage Children's Museum if you're flying solo. It is too easy for them to run off.
Stratford Square is great and there are two contained play places. The McDonalds both on Roosevelt in Glen Ellyn and on County Farm in Wheaton are good.
If they like water, the sprinkler park in Glen Ellyn is nice and confined and I think under 1yr is free, others are $3. My kids love the sand pit there also.
We would go to the fountain in downtown Wheaton sometimes too and walk around downtown. I had three in 17 mo and rarely used a stroller, if anything I only put the youngest one in the stroller (I had twins first and the third 17 mo later), It is a lot of work, but I just tried to relax and let them walk with me. The older two learned very quickly how to follow and stay with me.
I remember feeling the same way about having to "rescue" them over and over again, but that will pass quickly. I'm sure you're doing a great job, but it does feel constant! We went to the park almost everyday when they were young and all three had no choice but to learn how to navigate the park on their own. I just couldn't physically tend to all of them at the same time. The twins are 4 now and my little boy is almost 3. They are all very proficient climbers now and it's great to be able to relax a little bit at the park! By next summer, it will be so much easier for you!