"But, Fuzzy, where do I vote?"
In Chicago, Chicago Elections will let you lookup your polling place (yeah, that "126.96.36.199" isn't very reasuring as to its officalness, but that's Chicago for you. And it's annoying that you have to figure out what your street suffix is in their database -- evidently I live on "Winthrop Av", not "Winthrop Ave").
In Suburban Cook County you can go to the Cook County Clerk's Office's VoterInfonet.
Nationally, the DNC will help you find out where to vote. (I tried to be fair and find the same info on the RNC site -- but evidently they want you to Register to Vote but don't care if you actually go and vote.)