When you printed off the Illinois state tax return that you elected to mail, a cover sheet should have printed off with the address to mail the return.
If you are sending your return without a payment, mail your return to:
ILLINOIS DEPARTMENT OF REVENUE
SPRINGFIELD IL 62719-0001
If you are sending a payment with your return, mail your return to:
ILLINOIS DEPARTMENT OF REVENUE
SPRINGFIELD IL 62726-0001