This is an article I wrote a little while ago for the MidFEX Grapevine. Sorry for the white crazy formatting but I was unable to correct it.
So You Want To Grow Apricots In Chicago by Patrick Driscoll
You live in zone 5 and you have a dream of tree ripened apricots. I did too. Over the past thirty years I tried growing many apricots. I started with Puget Gold, a cold hardy self fertile variety. It never blossomed. I grew it for a half dozen years until it succumbed to disease and I searched for another victim. Then along came Blenheim, and then Sungold. Blenheim is one of the European premiere dessert apricots. The Blenheim is self pollinating and grew prolifically, never blossomed, then up and died after say 3 years. It was a great loss, a gorgeous beautiful tree. Along that time, I planted the Sungold, from Miller in 1992, which is still alive, and a gigantic twenty five foot tree at my old orchard. Every 4 or 5 years, it would beat the late frosts, and the blooms would produce hundreds of magnificent small apricots. Sungold is not self pollinating, but that didn’t seem to stop it. It would bloom every year, hundreds of blooms on a 25 foot high tree, that would all turn brown after a frost. I tried lots of preemptive remedies. One, KDL (Potassium based) where 3 oz KDL, 3 oz white vinegar to 1 gallon of water ratio is sprayed onto the tree a few days before the frost. It seemed to work sometimes, but I couldn’t spray a 25 foot tree! I tried the Polish neighbor’s remedy of buckets of charcoal lit and distributed under the canopy. It was always a crap shoot with a 25 foot tree. But 4 years is a long time to wait for an apricot.
So now we have moved, and have greatly downsized, from 80 fruit trees on ¾ of an acre to now 20 trees on a 73x50’ back yard. Of the 20 trees, last year I chose 2 apricots. A Chinese Mormon (self-pollinating) on Citation (Dwf) from Bay Laurel, and a Pakistani Hunza (self-pollinating) on Citation from Raintree. Both are known to be extremely winter hardy. Since I planted these last year, I have received very helpful comments on Growingfruit.org. One comment from Bob Purvis up in Idaho, a very old friend of MidFEx, who has an orchard and sells scion of cold hardy plants, especially 40 varieties of apricots. Bob is the NAFEX chair and North American consultant on Apricots. https://purvisnurseryandorchard.weebly.com/apricots.html
Or Search Purvis nursery.
Another comment came in about the ‘Montana Fruit Tree Company’, outside of Missoula. They have a good selection of cold hardy fruit trees, and have nineteen cold hardy apricots. Apricot Trees – Montana Fruit Trees Or Search Montana Fruit Tree Company.
Another comment below just came in on the Growing Fruit.org site just today. Check it out, search topic ‘Frost resistant apricot varieties’
“Tomcot, Orangered, and Alfred are among the top favorites for growers on this site in frost-prone regions. Zard, Harglow, and Hoyt Montrose would also be good bets. Sungold and Moongold are both very cold hardy, but are now generally considered antiquated because more-recent breeding programs have produced better varieties. Anything out of the Rutgers or Harrow breeding program is likely to do well in Illinois. I would also third that Bob Purvis is the best person to email these questions. He currently has scionwood and rootstocks available, so now is the time to place an order. “
After all this I ended up with Chinese Mormon (China) and Hunza (Pakistani Mountains) planted last fall, and now will plant Zard (Iran) and Montrose apricot this spring. Zard seems very promising.
Good advice, none the less! 
Anyhow, I’ve never had a fresh apricot, so I’m looking forward to picking and sampling my first one (would be amazing if that could be this season!), especially since you said they are well worth it. 
.