I went to a place on Belmont, just west of Harlem, a few years back, but it wasn't outstanding. There's a small place on Archer, Donajec's, which is good, but I have to believe that there's better out there.
If you looking for pastries, the best one is Oak Mill Bakery. They have 5 locations but the main one is on Oakton and Milwaukee. If you looking for breads or rolls, you can visit any Polish grocery store, they carry goods from all Polish bakeries like Smakowski, Gorski and many more
Sledz, The one on Montrose is Montrose Deli, One on Cumberland is J&J deli, both bring in baked goods from others. Avenue Food Mart on Belmont has good Bakery dept. also.
A lot of people seem to love Montrose Deli for their home made products. There is also Wally's supermarket on Golf/Busse in Mt. Prospect. They have their own bakery and "domowy" bread id very good. They have huge variety of breads.