Sorry I didn't respond sooner - out of town. I believe there was an Elite Audio uptowards Highland Park, a Royal Sound in Lakeforest, and It's Muzak in Highwood (catered heavily to soldiers at Fort Sheridan). There was also Audio consultants in Evanston and ABT Electronics out towards Glenview. Also, there was a place called Chicago Audio that was primarily rental, but would every couple of years sell off there stock and replace with new and they had some bargains. It's been awhile, so those places may be either gone or had name changes.
The Sony HTIB sounding better than the your set-up can have a number of explanations. The room, including positioning of rugs, furniture, draperies etc. can affect how a system sounds. The speakers can take advantage of this to a certain degree by placement, some of which is simply trial and error. Also a speaker system enclosure or box is optimized to the speaker(s) it contains. When you place speakers in walls you will most often not achieve optimal placement (or even close). And to a certain extent the wall, the rooms structure becomes part of the speakersystem, but they are not designed for each other.