Hey Glynis84, I've had some experience with this recently, and there are a couple of good options. First, don't discount Craigslist. It's always worth a look. You'll often find a good deal that's not listed anywhere else. Maybe a sublet or relet that's impossible to pass up. I relet my last place and it was at least $100 less than it would've been otherwise, and when I renegotiated with the landlord later I still got a good deal.
That said, I found my current apartment using a leasing agent. The guy I talked to was named Luke I believe, but I used Apartmentpeople.com. What I liked was that it was free. They have deals with various landlords and rental corporations and the landlords pay their fee so you don't need to pay a dime. A buddy of mine turned me on to them and it was the best thing for me. I'm not the best at describing what I want, but I do a lot better at it when I see a few bad places or at least places that don't quite feel like home.
Other than that, I'd also suggest checking out Zillow.com and Trulia. They both have a ton of listings, and you'll get a good feel for the types of places available and the prices so you know what to expect.
I hope this helps and good luck in your move to Chicago!
