Newly redone, Midway is much closer to downtown, and quick and easy to get to via the Orange line train. The airport is also easy to access via local busses or even bicycle. Between ATA and Southwest you can get frequent service to just about any domestic city. For international service other than Mexico you'll probably still end up at O'hare.
Pros: closest to downtown, easy access
Cons: little international, large parking garage
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