I did a self-directed tour. Will say right off the bat the sites are very widely scattered across both islands. You will need a book to find most sites.
North Island
The highlight is probably Hobbiton about an hour west of Rotorua. Note that the site preserves the set for the Hobbit films as they were filmed last.
There are sites all around Mt. Ruapehu in Tongariro National Park. The graphically altered Mt. Doom (Mt. Ngauruhoe) is also in the park, climbing it now discouraged if not forbidden.
In Wellington is the Weta Cave studio. Also in Wellington along Alexandra Rd is the site of many of the forest trail scenes (the Black Riders) the first days journeying out of the Shire. A long day trip from Wellington are the Putangirua Pinnacles.
South Island
This site doesn't get mentioned much but it really is the prettiest filming location https://www.atlasobscura.com/places/mount-sunday north of Geraldine in Canterbury, remote but good gravel road there. Makes for a very satisfying visit.
I realize there are a lot of tours from Queenstown but not too many sites near there. There's the 12 mile delta area just west of town, easy. There are other sites near Te Anau SW of Queenstown a 2-3 hour drive one way.
With 3 weeks you can see both islands, you have to in order to visit LOTR sites. Make sure you book your interisland ferry (they usually sell out and the pricing is dynamic, it goes up over time) and a one way car rental. South Island to North often has no one way rental fee. The fee can be a few hundred dollars the other way. From Illinois I recommend using the Air New Zealand nonstops between O'Hare and Auckland (if they are available again) and then connect immediately to a flight to Queenstown, and skipping visiting Christchurch entirely since you don't have time. Until recently there were many nonstops between Auckland and Queenstown, like hourly in the morning, to serve the overnight international arrivals.
Edit: You can visit Christchurch and the east coast of the South Island. Most people find the west coast more interesting. You likely will have to chose one or the other if visiting both islands, in your drive from Mt Cook to Picton to catch the ferry (or reverse direction if traveling north to south).