Traditional Polish paczki (it's "cz" which sounds like the "ch" in paunch) are either dusted with confectioner's sugar or covered with a plain powdered sugar icing. Just as now you can find Hawaiian salad with coconut and pineapple in Poland, the paczek (the singular) has been adapted to local tastes, which is where the chocolate frosting comes in.
VI mentioned that the Polish-Polish bakery was not mobbed on Fat Tuesday last year. That's because in Poland it is celebrated on the Thursday before Ash Wednesday--tlusty czwartek (fat Thursday). When I was at Vienna Pastry last week, they had a postcard printed up advertising their 2 paczki days--Feb. 3 and Feb. 8. In Poland, Fat Tuesday is "Ostatki"--meaning the last day you can eat, dance, drink, etc. Cooks used up the last of their butter, preserves, oil, etc. before the Lenten fast.
Some other suggestions as to where to get paczki, some already suggested by previous posters:
any of the Andy's locations--Division; Milwaukee near Pulaski; Milwaukee west of Foster/Central
Forest View Bakery, on Milwaukee just west of Devon
Delightful Pastries, formerly Lawrence Bakery
Vienna Pastry, Addison & Long
Oak Mill Bakery--Belmont/Central and Niles
Laramie Bakery--on Laramie between Diversey and Belmont
The larger markets such as Wally's and Montrose Deli will probably also have them. Follow the lines!
Each bakery's paczki seem to taste a little different, so you'll have to do a little eating to find your favorite. Smacznego! Anna