Train...take it every time. Great way to get to know the outskirts of this great city!

Take the train! There's a station at the airport and you can ride it straight to downtown Chicago. The train also a good way to get around the city while you're there, so it's convenient to buy a pass card at the airport station to use during your whole visit.

The train. From O'Hare take the Blue Line, and from Midway, take the Orange line. Buy a Ventra card from the machine, and you can refill it easily through an app on your phone. Otherwise, a taxi from O'Hare will cost $50+.

By train, the Blue line takes you directly from O'Hare to downtown, and is about 10 times cheaper than any other way.

Shuttlewizard is a great site, plus they would help you if you have a special need (like traveling with your dog) 

The Blue line train is the best way to get to downtown from the airport. You can find all the information on this website- http://www.transitchicago.com/blueline/

Cta blue line train. Catch it at the airport

Blue line train! Always. Takes 40ish minutes to reach the Loop and touches almost all the prominent neighborhoods along I-90. Ticket station is inside the airport next to the blue line stop at O'Hare. Similarly orange line goes to the midway airport from the downtown and serves the neighborhoods along I-55.

Take the train. Get on the blue line at O'Hare and take it all the way into the Loop. Should cost you something like $1.50 and take about 45 minutes. Here's a map of the train (see the blue line): www.transitchicago.com/assets/1/brochures/ctaSystemMapBrochure.pdf

The subway is the cheapest option. It's the blue line from O'Hare and the orange line from Midway. 

The best way will be the L which is the train that takes you in directly into downtown. If you are not comfortable taking the L take a taxi it will be more expensive but it's another way to get to downtown.

The blue line, just follow the signs for train. You will go what feels like under ground to get there.

The train that people are referring to is called the el, you can catch it from either airport, O'Hare or Midway.  It's the blue line from O'Hare and the orange line from Midway.  You can either get a single ride ticket from O'Hare for $5 or you can get a multi day (1, 3, 7 day) CTA pass so you can continue riding the el and buses once you get downtown.  The more days you get, the less it costs per day

http://www.transitchicago.com/travel_information/fares/unlimitedridecards.aspx

Train