There are three nearby Metra train stations which will drop you off in Chicago, just West of the Loop:
The ride into Chicago normally takes about an hour and half. Express trains, which make only a few stops along the way to Chicago, will arrive in less than an hour. The Union Pacific West line ends at the Madison St. and Canal St. station in Chicago, just a few blocks north of Union Station. The BNSF goes directly to Union Station. Schedules are available on the web at http://www.metrarail.com/ or you can get full schedule information by calling (312) 322-6777. Train schedules are different for Saturdays, Sundays, and holidays than they are for weekdays, so be sure to check the schedule and arrive at least a few minutes early for the train.
Metra stations have parking lots where you can leave your car when you get on the train. Parking is free on weekends (from about 6pm Fri night until about 5am Mon morning). On weekdays, there are some numbered spots in the parking lot (other spots are paid for by daily commuters) which anyone is allowed to use.
The cost of a ride all the way into Chicago is about $5.15 one-way (from the Geneva station). Metra allows children under 12 to ride free when accompanied by an adult, and fares for children between 12 - 17 are half price on weekends and holidays. Metra also has an ongoing weekend special - buy a $5 weekend pass, and it's good for unlimited rides on almost all Metra lines for both Sat and Sun. If Mon or Fri is a national holiday, the weekend pass is good for that day in addition to Sat and Sun. If you ride the train frequently on weekdays, you should look into purchasing a 10 or 20 ride ticket, which gives you a discounted price for each ride.
From the downtown train stations, you can walk east over the river into the Loop. There are plenty of buses and CTA trains going North and South from there. The nearest CTA station is two blocks directly south of Union Station (Blue line, Clinton St. stop).
