Lowell,
You're correct, there have been a few (very few) CADA shows in Villa Park in past years. However, CADA shows were almost always held at Pheasant Run in St. Charles, and now are now housed across the street at the new DuPage Co. Fairgrounds building.
As for the Police in IL, please reference any big metropolitan area in the U.S. where the "cops" always treat you like a long lost relative! Guns in your car have nothing to do with it. To that end, I wouldn't exactly call Texas friendly either.
Check out
http://www.claytargetsonline.com and you'll find a few shooting venues to choose from.
As noted above, if any of you guys visiting Chicago on business would like to shoot Northbrook - give a call and we'll set you up.