I'd like to purchase a mature pine tree....?

I would suggest looking at smaller/younger trees instead of mature specimens. My reasoning is that a larger tree will cost a lot more to buy initially, then you'll also pay for a tree spade to transport it and plant it. On the other hand a 3-4 inch caliper tree would probably be small enough that you and a couple buddies could manhandle it into and out of a pickup, and you could easily dig a hole and plant it yourself. Once it's in the ground a large tree will tend to take longer to recover from transplant shock and will require more specific attention and for a longer period than a smaller tree.

Long story short the larger tree costs more and is more likely to die, not a great investment strategy.

As the previous poster said it is getting a bit late to be planting trees but I've planted as late as the third week in December and have had success (in Nebraska, which is going to be milder than Chicago). It can probably be done, you'll just have to be sure to plant it properly (the best way to kill a tree is to dig a narrow, deep hole), water it in well, mulch it properly, and keep watching it to make sure the root ball isn't drying out. You'll probably end up watering it about once a month or so through the winter and then more frequently when the weather warms up next Spring.

Good Luck

fall is the time to plant, but it is kinda late now even though it is still possible just make sure you mulch around the tree and provide a covering this winter for the tree to make the winter

Listen to Brian - large trees aren't worth the money in the long run.