GraysLake... That's in the NW Suburbs area, right?
I know of 2 leagues in the Crystal Lake area, one by Woodfield Mall, and one by the I-55 and I-294 interchange. But, up in the Gurnee area, I'm not so sure about. Check the Leagues page on http://www.go-pokemon.com/op to see if there's anything up there. Searching for Illinois is probably your best option, as there are only a couple of pages of Illinois leagues...
Do you think it would be possible to start something at the College of Lake County?
You never know. I've seen successful Leagues being run out of WalMart McDonald's and local libraries. I'm actually thinking of running one through UofI. If you can get the permissions, then you can run it.