From there should i keep heading north to Davenport or back east through Bloomington and Springfied to get to Chicago?
It depends on how much time you have and what you want to see. Going through Springfield and Bloomington will take about 5 hours and is not particularly scenic. Staying on the river road to Davenport turns it into an all-day evolution. Davenport to downtown Chicago is about a 3 hour drive on I-80 or I-88, about 2.5 hours into the western suburbs.