Illinois prohibits unlicensed individuals from buying or setting off commercial grade fireworks. People buy them in Indiana. Some of the largest fireworks stores in the country sit right on the Indiana side of the state line.
Illinois bans nearly all fireworks, not just commercial grade. You can basically only buy sparklers or tiny fountains.
You have to visit Wisconsin or Indiana to get anything that pops, spins, bangs, or flies. Even those little ground spinners are banned in Illinois and they are hardly “commercial grade”.
In Texas, you have to go outside of the city limits. South Carolina you can get them year round. There are other states that are legal year round, but I don't remember them off the top of my head.