The only times I've flown out of Midway, I've gotten a ride, so I didn't pay very close attention to how we got there. So you'll probably want to verify this through Yahoo or MapQuest, but here's what I would do: Take I-94/294 south to I-55 (the Stevenson expressway). Take I-55/Stevenson east, to Cicero Ave (I think - you'll see signs, I'm sure). Depending on the time you're going, be prepared for traffic backups on the Stevenson.