Just went here earlier today -- my latest great discovery in Chicago!

Peoria Packing Butcher Shop
1300 W Lake St

(Here's a LTH review w/ photos: http://www.lthforum.com/bb/viewtopic.php?p=23813.)

You walk into a ~2,000 sq ft room that's a giant refrigerator and on the tables are all types of meats. You throw on some plastic gloves and start picking out what you want.

I went for a beef tenderloin, but they only had one and it didn't look so hot. I did, however, buy two very large chicken breats, three thick pork chops, a corned beef brisket, and two beef filets for $20!