I was going to recommend REI's damaged goods sale too. They have it several times a year, and usually advertise it by flyers in the store. (I usually call the store up every few months to find out when the next sale is.) I know they have one the middle of June and the middle of September, but they have other ones too. These are held at the store on 635 between Midway and the Tollway.
It is stuff that is either being cleared out to make room for more new gear, etc. (So nothing is wrong with it.. still has original tags on it.) Or it is stuff that people bought and weren't satisfied with for some reason and returned. (REI has almost too good of a return policy... things can be returned for almost any reason. So sometimes people take advantage of it, and return stuff that there isn't anything wrong with... it's just used.)
You do have to be an REI member to buy stuff and get in early. But the membership is only $15 and it is a one-time fee to be a life-time member.
This is where I've gotten almost all of my camping gear. So far I've gotten:
a $250 6 man tent for $60 (just had a bent pole.. a $2 fix!)
another $250 6 man tent for $10!! (it had a bent pole too.. but it just hadn't sold at earlier sales and kept getting marked down!)
a $100 2 man tent for $25 (was just muddy.. previous owners didn't use a tarp under it during a rainstorm and returned it cause they thought it leaked - nothing's wrong with it)
a $50 backback for $5 (a small tear on the padding of a strap... but it was just the padding.. not the crucial strap)
a $150 pair of hiking boots for $20 (just worn.. nothing wrong with them)
$90 sports sandals for $15 (nothing wrong with them.. just slightly used)
and lots of other various clothing and items.
I didn't get all of this at one sale.. I just slowly accrued it. But it's been worth the savings!
The one negative thing is that the sales are becoming well known and people are really starting to arrive early for them. And even though they are not supposed to, people grab lots of stuff and hold onto it, and then try it on or check it out to see if they want it.
Last month I went to REI and didn't even realize they were having the sale, so I got there around 1pm, and there were still lots of tents left (they sell their rental gear at good prices.. nothings wrong with it.. it's just used.)
That could be another option... they rent tents and supplies. You could rent what you needed until you got everything at the sales. I don't know how much stuff costs, since I could always borrow from my parents before I got my own stuff.
Also, REI has an attic that holds discounted/really reduced clearance things inbetween damaged goods sales. I've found some great deals in there... these items are new and haven't sold, so they are really marked down.
Hope this helps!