All Hail the CTA Blue Line

Well Ok, you need not humble yourself to prostrate to the next approaching train, but it is quite a nice service. One line can transport you from O'Hare International to the loop without transferring for $2.25. This is one of the most extensive posts in Heidelberger Paper's history ;)

I fly to cities / Airports frequently and in my experience, how do other cities I frequent size up:

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New York City / LGA: No direct subway access, but a shuttle bus ($2.25 can get you to the 125th and Lexington subway station (free transfer), in which a complex pattern of train transfers can proceed it to get you around Manhattan. This runs 24 hours a day with reduced frequency off hours.

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New York City / JFK: An independent tram operated by the NY/NJ port authority ($5.00 and no free transfer to the subway, which is $2.25) can take you from the terminals to Jamaica Station on the far side of Queens, then a complex pattern of train transfers may also ensue to get you around Manhattan. Trips from JFK to Midtown Manhattan can take an hour and a half or more.

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Washington DC / DCA: A subway line runs (fees vary on distance traveled) from the airport and usually only one transfer (at Metro Center) will be required to get you where you need to go.

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Indianapolis International: A soon to be terminated, express bus line is available ($7.00) to take you downtown. Another bus line runs local (recently increased to $2.00). Just don't expect you to get anywhere late night or early morning.