Whether you are looking to splurge on your favorite brands or bargain shopping, Illinois has a wealth of places to go shopping. The state offers the most unique shopping opportunities to shoppers of all tastes. Read about cool Shopping Destinations In Illinois below. As you reach Central Illinois, East Peoria Bass Pro shops make a great shopping spot. It is one of the best shopping malls in Illinois that spreads over 150,000 square feet and features a general store, aquarium, and a range of archery.