Found about halfway between Chicago and Milwaukee, Gurnee Mills is one of those malls people set aside an afternoon to shop at (over $20 million a year, to be exact). Though it's only one level, the shopping center covers around 1,800,00 square feet and is the fourth biggest mall in Illinois. With high-end stores like Saks Fifth Avenue and Neiman Marcus, as well as more standard shops like H&M, there's pretty much something for everyone at Gurnee Mills.