A place in Chicago to buy a good frame or headboard is store on Michigan Ave. It is located on the 5th floor (I think) in the 700 N Michigan mall. It is fairly reasonable and has a good selection. JJ and I have bought many things there and a bed is our next purchase.
As for a bed that I would like to have sex on....
Must have rails for grabbing onto and...you know
soft pillows and blankets and a firm mattress, I don't like to sink into the bed
and of course have clean sheets, to begin with anyway...
Oh and forget the futon unless it is super comfy. I hated having sex on a futon even though it had rails. I always had a backache afterward.
Good luck in your search!