Here in IL it's perfectly legal to build a gun (at least today it's still legal... they are working on making it illegal). You can have it in your home, car, or private property with permission. BUT, if you're going to have it in public (i.e. carrying) it needs to either have a serial number or some specific identifier on it. I'll dig up the law when I get out of this meeting I'm supposed to be paying attention in.
The specific identifier can be something engraved or laser etched on it like your name, a picture of a bear riding a unicycle, a cat getting hit with a hammer... anything. But if the gun is stolen, you have to be able to give specifics so they can positively identify it if they recover it or it's used in a crime and found. It doesn't have to be visible so something engraved on the underside of the slide would work. Putting something on the underside of the barrel or in the frame would work too.
If you're stopped in public and they ask to see your pistol, you need to be able to point out what that marking is. In some states (CA come July 1 I think) the frame needs to have a serial number and be registered.
I'm still checking if Illinois or other states like CA require it to be registered before you can carry it. Assume so unless you can confirm otherwise.