Shore diving in the Great Lakes can be a problem, since most of the diving is on wrecks and they rarely occur close to shore and don't last long if they do. There is, for all intent and purpose, no shore diving in Chicago - with the exception of one pointless 1/2 miles stretch near downtown, it's illegal.
Diving in Wisconsin is pretty good - more wrecks in better condition in deeper water, but that still translates into a boat ride. The best Lake Michigan diving is up in the Straights of Mackinac, but that's definitely boat diving. Whitefish Point in Lake Superior is pretty fine diving, too. Then, of course, there is Toby, which reigns as one of my three or four favorite places to dive in the world.
Sorry to be such a poop, but I'd rather you know the scoop than waste the drive to find out for yourself. There is a guy named Cris Kohl that has written a number of books about diving in the Great Lakes, you might want to see if you can get your hands on one of them for some ideas.