Last Saturday was the Randolph Street Market, over in the West Loop. I wasn't sure what to expect as far as typical pieces and prices; I was plensantly suprised. I met up with Barri Leiner of Smitten, to walk the market a little early to find the best deals.
The next market is August 25-26. There are only 4 a summer, so you should definately check it out.
1340 W. Washington Blvd., Chicago, IL 60607