Here are some helpful website links
has canadian passenger lists 1865-1935
do a find GLSHIPS
under GLSHIPS which is a mailing list you subscribe to can be helpful.
also maybe other resources on this site.
immigrant transcribers guildhttp://www.immigrantships.net/
they have great lakes passenger lists supposedly
just in case you haven't used this one
cook county naturalization recordshttp://www.cookcountyclerkofcourt.org/NR/default.aspx
here's a site which has shipping lineshttp://www.cookcountyclerkofcourt.org/NR/default.aspx