Each year Family Tree Magazine publishes a list of 101 best genealogy websites. You can view the full list of websites on the Family Tree Magazine website.
I went through their list and found a few of my favorites sites for Midwest genealogy:
Cook County Genealogy
The best place to find birth, marriage, and death certificates for Cook County.
Illinois State Archives
This site includes some digitized maps and vital record databases but it also tells you exactly which depository to visit to find the genealogical records you're searching for.
Is there anything better than the Newberry?
My Genealogy Hound
This new, free website by Hearthstone Legacy Publications lets you search through thousands of biographies extracted from old county histories. Most of the histories and maps currently available on the site focus on the Midwest.
Minnesota Historical Society
Includes databases for vital records, cemetery indexes, and state censuses. They also have a great collection of local histories and photographs.
Ohio Historical Society
Military records, vital records, school records, so many records of genealogical interest can be found on this site.
Wisconsin Historical Society
This site hosts a great collection of databases and biographical sketches.