If you are working with a real estate agent to help you locate properties that you might want to purchase or rent, they can very easily set up an automated real estate search for you that will only show you waterfront properties. There are plenty of man made lakes around that might also satisfy your desire for waterfront property. Let me know if you need any assistance locating properties or setting up an automated search for yourself. Good luck.
Broker Associate, Sudler Sotheby's International Realty
Evanston, Wilmette, Kenilworth, Winnetka, Glencoe, Highland Park, Lake Forest and Lake Bluff. All of these cities/villages have properties that become available with water-frontage, some with private beaches.
The next city north would be Waukegan, but I don't think that can fairly be called a suburb of Chicago.