Depends on what airport you fly in to and what time of day. Midway is a shorter ride and thusly less expensive.
Traffic will play a big roll in it as well. Rush hour traffic sucks and sitting in a cab watching your money tick away really sucks.
From either Airport, you can take the "EL" (Elevated trains. Although a few go underground as well.) into the city for $1.50. From O'Hare it takes about 45 minutes. From Midway it's about 25. Just follow the "Trains to City" signs is either airport.
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