I ride sometimes at a skate park in Elmhurst, IL. It's pretty nice, it has all the usual suspects: half-pipe, snake run, pyramid, and bank ramps.
One notable feature of this park is more than 203 feet of coping to grind on.
There's a park along Lake Michigan in Chicago that I go to sometimes. But I really like how Arielle Martin says to ride wherever you can if you can't get to a park--even a parking garage. Any time on the bike is time well spent!