Use the punctuation the phrase takes

Warning²Federal courts, Illinois courts21st and 22nd editions

An explanatory phrase that takes the citation as its direct object runs straight into it (“aff’g 435 F. Supp. 166”); every other phrase is followed by a comma (“aff’d, 123 F.3d 4”).¹

1. 1R. 10.7.1(a) Prior or subsequent history; R. 1.6 Related Authority; R. 15.5.2(a) Documents originally published. Tables: T8 Explanatory Phrases.
2. 2A warning: the form is usually wrong under the rule in note 1, and context can justify it.