This post is from 2006: Many shops have moved but are still in the "near north" area. I'll designate those that I know have moved with *moved*.
04-10-06: Dweller
The tour:
*moved* - Now on Belmont I believe.
Goto Clark street and Diversy.
Start at Saturday Audio Exchange (open on Saturday and Thursday night only). They are just north of Diversy on Clark. They don't have that much high-class merch but sometimes they do.
*moved* - Now on Writewood St
Next, go out the door (of SAE) to Clark St.
Go South about 1 mile to Pro Musica i.e., "Naim Country" (across the street from Tower Records -score!).
Go south on Clark St. about 2-3 miles to Audio Consultants (not their best store but on the tour).
After, go south a few blocks on Clark to Chicago Ave. Turn right (west).
Go about 2-3 miles west to Milwaukee Ave. Turn right.
Go down a block or two to Superior Audio.
Joe G. is a true sound/music fanatic and will do you right. There is no store sign so call ahead.
If you're feeling adventurous, Music Direct is on Ravenwood and Bryn mawr. This is well on the north side. Call ahead to see if they still allow walk-ins.
New to me is: Precision Audio/Video
4824 N. Broadway St. (773) 720-1542
They seem to have a very large store.
Good Luck!