Yes, we have a TJs about 3 miles away. The key to making good scallops: melt a combo of real butter and olive oil to a high temperature and make sure your windows are open, so your smoke detector doesn't go off! Put the scallops in the melted oil with tongs after you have patted them dry... Let them cook for 2-4 minutes and then use the tongs to gently turn them. Let the other side cook for the same amount of time.
We have a very good fish market close, too. Scallops are the only shellfish I can eat, so I eat them a lot. If you have access to a fish market, I would try doing the fresh. Don't buy grocery store scallops (or any fish). But, I can see how getting really fresh fish might be harder in the Midwest.