I've been really happy with Cardinal Fitness. It's very no frills, but I'm looking to get in shape, not go tanning or sit in a sauna, so Cardinal fits the bill. It's VERY inexpensive, has good equipment, and attracts people of all shapes and sizes. Unlike some gyms, this isn't the kind of place where everyone is interested in judging or checking out the other patrons. For those who are really self conscious, Cardinal is a great place to get exercise without having to worry what anyone else there thinks.
A Cardinal membership gets you into any of their gyms, which is great for people who frequently travel to the Chicago area. It's also nice because they seem to have slightly different machines at all of the locations, so it's easy to work in some variety by checking out another gym.