Jazz Record Mart is good for sure (though be sure you know how to spot and avoid Scorpio pressings, I run into a lot there. Ugh). The downtown Reckless is by far the smallest of the three. Both the Broadway and Milwalkee Ave branches have much bigger selections. Dusty Groove is also a go-to store for me. Closer to my home, there is Hyde Park Records, where I discover a lot of music since they have a turntable out for you to take a listen.