Power rack, barbell, 300 lbs+ of weight and a bench. New will cost about a grand, you could maybe do used for $500.
For new I would get the following: Powerline PPR200X power rack, $400, call Fitness Factory.com and see about picking one up (or the Body Solid rack which is better and still inexpensive), they are in Chicago. Cap OB86B barbell, Amazon or Walmart ship to store, $150. Pick up a Cap 300lb weight set locally at Academy Sports or wherever, if it is less than $200, and sell the shitty bar it comes with, or it should be easy to find used weight plates in Chicago, $.50/lb. Order a flat bench from Rogue, $200. Get a couple Horse Stall mats from Tractor Supply for rubber flooring, $80.
There are other options but something similar to this is the minimum place to start for weight training safely at home.
Another reasonable $500 option is just a barbell and some bumper plates for deadlifts, front squats, power cleans, over head press, etc.