I'm surprised I didn't see this thread before.
It really depends on what part of the chicagoland area you're talking about...
in/near the city, there's lake shore drive, of course. always fun and USUALLY no place for cops to hide.
then there is I-294, especially late at night, you can have some fun there, but it's not totally free of cops either, you just have to keep an eye out.
I think the only place you'll have absolutely no worries is going out on the 88 West into the cornfields of the Rochelle/DeKalb area (except around NIU)
Other than that, there are little spots here and there in every neighborhood (my favorite is behind some industrial buildings off of north ave in melrose park) but nothing like a very long stretch of road
That's just one of the downfalls of living near a major city.