I'm in Chicago. If you're downtown there appears to only be 2 thrift stores that are walkable and I didn't find much like you're looking for. There's other stores around the city but they're not that close in a car so walking seems bad.
Go to Manhattan.... no doubt about it. I have thrifted Pittsburgh, Cleveland, Chicago, Columbus, DC, NYC, and inbetween. They are all good for different things, but if your looking for the goodies and public transportation go to Manhattan. I don't know why I quoted this, but I figured you would see it either way.