Are you at all opposed to buying used? Or are they just not out that way? I just couldn't imagine those prices... very scary.
I have a spreadsheet that gives me a rundown on my tanks. So far for 10 steel tanks over the last 3 years (2 120's, 6 100's, and 2 85's) I've spent $1325. Add hydro @ $180 for the ones that needed it and it's $1505.00 total. 2 of those sets were doubles, so bands and manifolds included.
I don't want this to come off as bragging (I'm really not), I'm just saying a lot of money can be saved if your comfortable with a little leg work and patience. There's also a good chance that there's a much larger scuba community in the Chicago area and all that used stuff is gobbled up right away.