After Download 2006, I caught a train and headed down to Chicago to see my sister who was in town working on a trade show.  First off... I can't say enough how slick taking the train was.  I've heard plenty of complaining lately about the terrible Chicago traffic with the interstate and tollway work going on.  If you have reason to head to downtown Chicago, then take the Hiawatha.  Don't think about it, just do it.

It's worth every penny of the $21 one way ticket.  You'll make up for it the gas you won't burn, and the horrendous parking you won't have to pay for.  Not only that, but it's much faster than driving (an hour and a half), you can work on the train, and it's very relaxing (unlike driving in Chicago).  The only downside is that the Milwaukee station is a hole... but will hopefully look much nice once the face lift if complete.