A common complaint about Central Illinois is the lack of shopping. I believe there's good shopping to be had, you just have to look a little harder and drive a little farther for it.
For expensive (and some not too expensive) women's shoes, it's worth the drive to check out ShoeTopia in Springfield on Adams. I recently saw a gorgeous pair of chocolate-brown crocodile, kitten-heeled dress shoes that I would has snapped up if only they were made in my size. I talked to the staff about how many 11s they stock, and it turns out they buy them when they can, but only a few of the designers they carry make 11s.
The customer service is great, the shop is small, cozy, and comfortable, and the shoes are carefully selected and beautifully displayed. All in all an outstanding bit of shopping in central Illinois.
Check out their blog!