• FedEx
  • you can mark packages for "Hold at Location", but it has to be a FedEx Express package
  • searching for "Hold at Location" locations
• UPS
  • you can mark packages for "Hold for Pickup"
• USPS
  • officially, they'll only do it for Express packages
  • unofficially, they'll do it for any package if you call them
• other
  • PickupZone.com provides some decent information for redirecting packages to commercial places (however, that site's area doesn't cover Chicago, so you have to figure out how it applies to Chicago)
  • poste restante — use an address that tells the post office to hold the package
• specific vendors
  • Amazon — either UPS or USPS, with no way to control