The Farmers Markets around your city are a great way to get MSG & additive-free foods, organic goods as well! I usually shop at the Green City Market and the one just south of it on Clark & Division. There's a wide selection of vegetables, seasonal fruits and even some meats.
Some farms have turned somewhat… industrious in their ways. Some do use added pectin and advertise "Grass fed, corn finished" beef, which any research will tell you cows biologically aren't meant to eat corn. It should be noted however