Over the years I've received a number of requests for homes on or very near the lake. Most people think that because they're not asking for very large homes, that they will be able to find smaller, 3-4 bedroom homes near the water. As you can imagine, because of the very limited space on the lake shore, most homes that were built close to the water are extremely large--maximizing the coveted space. Currently there are about 9 homes available in Evanston and Wilmette between $700,000-$1.000.000 that are very close to the lake.
I've lived within a few blocks of the lake for a very long time (both in Evanston and Winnetka)--which I love, and I can tell you that being able to walk 5-10 minutes to a beach is wonderful. You don't actually have to own a lakefront property to enjoy the proximity.
Please let me know if I can assist you in your search.