I'm also a J., also in Oak Park, and also looking for preschool but for my second child. I was going to recommend the preschool fair that Kate linked. Also, pick up the Early Childhood Referral guide from the visitor's center, or download the PDF from http://www.collab4kids.homestead.com/ (warning, it is out of date, but it will give you a starting point.)
A lot really depends on your schedule and what you are looking for. My first son went to Intercultural's Spanish-immersion montessori, and we loved it, but could only afford it as a full-day care program. With my second son, our situation has changed a little bit - my work has more flexibility, and we are trying to keep him in his home daycare for half-days - so I'm starting all over again looking for less expensive part-time options.
We'll probably end up at Pilgrim this time around. We're also considering West Suburban Montessori (several of my neighbors' kids go there) and Morningside Academy (also really expensive, though.) I've heard mixed reviews about St. Giles and Mi Esquela (the park district program - I've met a couple of parents who loved it, and a couple who didn't like it at all.)
If you can afford it, I've toured all of the montessoris - Alcuin, Keystone - and you can't go wrong with any of them. Very nice programs, and Alcuin and Keystone also have lovely buildings. I hear great things about Concordia, but last time I checked they had a really long waiting list, so act fast for that one.