I love taking the train whenever I come back home to Champaign from Chicago. With gas prices the way they are, I actually spend less money taking public transportation! Throw in the ISIC card student discount, and there's no question how I'm getting home next weekend. The only catch is that you need to plan your trip several weeks in advance to avoid having the fare go up. Being flexible with times is also an advantage to getting a good deal.
As a medical student, I really enjoy being able to study the entire trip instead of getting frustrated in Chicago traffic. The trains may not have Wi-Fi, but they do have power outlets perfect for doing offline work on the laptop.
The Amtrak station is found on the second floor of Illinois Terminal, while the local MTD buses are found on the ground level. The entire complex is small and cozy, so there's no concern about getting lost. And if you start to get frustrated because your train is delayed, never fear as there are some great restaurant bars across the street!