Many anglers have a probe called a Fish Hawk (or other brand) that attaches to a downrigger. Alternatively you can use your sonar unit. Turn up the sensitivity and you will likely see alot of noise at a certain depth. That typically is the thermocline. Works great on some sonar units, others its tough. Also depends on how pronounced the thermocline is. If its minimal, your probably not going to be able to see it with sonar.
The South End provides useful resources and discussion forums for those that fish The South End of Lake Michigan for Salmon, Steelhead, Perch, and Bass as well as elsewhere in the Region and Chicago area.