Churro Factory

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The Maxwell Street Market location of this Chicago-based chain -- which also has locations in Pilsen, Chicago Ridge Mall and two spots on Navy Pier -- was the original; owner Juan Covarrubias' parents first began offering churros at the market in 1996. The churro chain still sells its sugar- and cinnamon-coated treats to shoppers on Sundays. You can order the same variety of sweet chocolate-, cream cheese- and pineapple-filled sticks that you'll find at Churro Factory's other locations. However, if you're craving funnel cake, you'll find yourself out of luck -- the market outpost doesn't carry it.