I live in illinois and my llc is in colorado. where do I file?

You may have filing requirements in both states.  You probably will have an LLC filing requirement in Colorado even if you had no business activity in Colorado with the LLC.  However, if your LLC engaged in business in Colorado, the income you earned there will go on your personal return, and you will file a Colorado nonresident return for any income you earned in Colorado.

Illinois, meanwhile, taxes all of your income because you are a resident of Illinois.  However, they will provide you with a credit on your return for taxes you pay to Colorado on your business activities there.  For TurboTax to calculate and transfer the tax over to your Illinois return correctly:

1. Prepare and file your business return first.  You will definitely file the LLC activity to Colorado, because that is where the LLC is registered.  You need to check to make sure that if you are filing an S Corp or Partnership return that Illinois does not require you to file in Illinois even though your LLC is not registered there.  
2. Prepare your Federal Personal Return.
3. Prepare your Colorado Personal Nonresident Return.
4. Prepare your Illinois Resident Return.

My big question is I am a travel agency owner. I had sales of travel last year and get paid a commission on them once the travel has been completed. While my sales were not bad my first year, I only earned a pittance in commissions for actual travel completed last year. Is my ordinary business income what I actually received? I had a lot of expenses starting my business with little income to offset the expenses.  Form 1065 is asking for gross receipts or sales.