I live in the suburbs, so I can't speak for downtown but the suburbs are littered with ice rinks. I can think of ten off the top of my head within an hour's drive from our house.
Rainbo (which is in the suburbs, not downtown) is not the only skate shop. Mr. Edge at Gephettos in Downer's Grove is a very well know tech, Triple Toe in Woodridge carries a selection of skates, dresses, and accessories, and Action Fabrics in Westmont specializes in stretch fabrics, notions, and crystals for making your own dresses (very fun if you sew). A few of the rink pro shops have a decent sharpener, although you have to know who to ask for.
I feel like we're pretty lucky in terms of a plethora of options - but again, I live in the suburbs. It is not uncommon to end up on the ice practicing with an elite competitor, either.