Agreed on the membership. It's worthwhile even if you just go there to check out the 3 bonsai shows every year (winter, spring, summer). You'll also want to take a look at the garden's bonsai collection fairly often - you get to see them in different seasons, and I've noticed they sometimes swap out trees. Definitely check out the August show. Midwest Bonsai puts on some excellent workshops there (need to pre-register), and the vendors always have some fantastic stock at all price ranges.
There's also the Prairie State bonsai show coming up July 16th/17th at Morton Arboretum. It's a smaller show, but still worth seeing, and they also have vendors with trees for sale. The Arboretum also has an entrance fee, so it's worth becoming a member there too if you plan to visit more than once a year.