Regarding mattresses, I just got a phenomenal memory foam queen size today from Back to Bed and I strongly recommend them. There are a bunch of locations; the closest to Hyde Park is in the South Loop at 500 W Roosevelt.
Negotiation/bartering is essential because they mark the prices up and hope you'll pay sticker price. Play hardball and you'll be rewarded. There's a sale on for Labor Day. I brought my mom along to play good cop / bad cop. We got a $2200 mattress for around $1750 including taxes, delivery and all the various accoutrements (mattress cover, box spring, bed frame). It was delivered and installed in my apartment less than 24 hours later. It's f***ing AMAZING.
They definitely have higher end stuff there compared to the other places mentioned, but I doubt anyone would argue that getting consistently good sleep is a good idea, especially in law school. We did some comparison shopping and B2B prices were a good 30-40% less than at comparable mattress stores and department stores (Macy's, Carson's, etc.).
Also, I will be making the jaunt out to IKEA relatively soon, probably this coming Saturday or Sunday. If someone wants to tag along, PM me. I have a Honda CRV, so I've got room to haul stuff. I won't be buying anything that large myself, so I can probably transport larger stuff like dressers, bookshelves, etc.