Every plant on earth is a native plant. It originated from somewhere. So how do you "weed" through all of the nursery materials, internet sites, and books that claim to be native? The most important thing to consider is who wrote the publication and in what part of the world. If it is written for example, by the Chicago Botanical Gardens then they may be talking about Midwestern or Illinois natives.
On the other hand, if it is written by the California Native Plant Society, it is most likely not native to Illinois. A good publication will tell you right up front the region that they are referring to. Be aware that just because a plant is native in one part of the U.S., that certainly does not make it native to your location. Secondarily, most people agree that in order to be considered a native plant, it must have existed naturally in that location prior to European settlement.