Although you won't find the best prices there, you will find some ULTRA sharp cheese: Whole Foods.
Here is a link for the Illinois locations:
Trader Joes has better prices but their selections of Cheddars is not quite as good.
Here are their locations:
Whole Foods should have an English "farmhouse" cheddar that will knock your socks off. Whole Foods always has a multitude of cheese to choose from. They also should have a knowledgeable cheese person to address questions to.
Trader Joes has a small enough collection of cheddars/low enough prices that I would recommend buying one of each, except for their farmhouse cheddar which for some reason is nowhere nearly as good as Whole Foods. Keep an eye out for Dubliner - no, it's not ULTRA sharp and yes, it can be found in some supermarkets, but I think it's one of the best cheddars out there and Trader Joes has the best price on it.
Happy cheese hunting :)