Kenosha is definitely close to Gurnee – if you want to take back a pile of Wisconsin cheese and maybe some local brews, stop in at Woodman’s, the giant grocery just off I94. They have very reasonable prices on cheese and it’s as good as most of the "cheese house" places nearby. Unfortunately there isn’t a real cheese factory nearby where you can get fresh curds.
Also in Racine or Kenosha, try "kringle", a pastry sort of like a giant racetrack-shaped danish. Personally, I like the Crestwood/Grebe’s brand, sold at Sentry supermarkets, altho the Kringle Factory ones at Woodman’s were good too.