I have thought about taking a CPR course. However, I would also like to take perhaps a first aid course.

And also take a course to get a license for a Ham Radio.

How would I do a search to find where I can take such courses in Chicago? Also, what other type of courses would be suggested?

Here's a good place to start for CPR & First Aid classes: Red Cross of Greater Chicago

You don't really need to tak e a course for the Ham ticket
Amature radio league is best place to go for info on where to find practice tests online <img src="/images/graemlins/smile.gif" alt="" />

I took a Red Cross First Aid course in my area, and I was very disappointed. I learned a few things, but it was very basic, and it was aimed at people who work in care facilities, or other places where a FA class is required. After I posted my experiences on ETS, it was suggested to me that I take a wilderness survival course. You may also wish to explore that option.
And good for you for wanting to get educated in these important subject areas!

Buy yourself an EMT textbook. The actual course may be overkill for what you want to do, but the book would be good basic learning and reference. Basic first aid courses will teach you the some of the basics, an EMT course will teach you confidence and practice in doing those basics, and moving up to EMT-I (if they have that in your area) or Paramedic beyond that add more advanced skills - most of which are invasive, or drug therapy, or use specialized/expensive equipment you won't have laying around the house (defibrillators, laryngascopes, etc.) You also would need a physician advisor to work at the Paramedic level (at least in my state).

Taking a FA/CPR certainly can't hurt, but I've found that it's necessary to do it regularly if you're not someone who uses it every day, like an EMT. I used to take CPR training every year when it was offered at work, but they've since discontinued the program and it's been many years. Heaven help the guy that's looking to me to save him from a heart attack (actually, I probably do remember enough to do some good). I've talked to others that have said the same thing.

As for the amateur radio license, there are ham clubs all over the Chicago area. Talk to anyone with a license and they can put you in touch. They're usually more than happy to help someone else get licensed.