The Learning Curve
http://www.scca-chicago.com/solo/2009/learncurve.html is April 4 & 5 and I know there are still some spots open. It's a great way to start autocrossing.
There are a number of Chicagoland clubs and I run with almost all of them during a season.
Venues include Route 66 in Joliet, Miller Park in Milwaukee, Maywood Il, Toyota Park and some others.
Here's a list of some clubs that host autocrosses:
http://www.scca-chicago.com/solo/index.html
http://windycitybmw.com/Calendar/Calendar.aspx
http://tsscc.org/
http://scscc.net/
http://www.audichicago.org/
http://www.chicagovw.org/