In what strange universe does a massive first-world airport NOT have a direct train service? The fact that you can't easily get to Union Station shows some poor planning, or perhaps the power of taxi unions? Ridiculous.
Edit - looks like this is going to be remedied with the UP express. Expensive, but a step in the right direction.
(..now only if they would do something about all the shmos who park along the side of the ramps, instead of going into the cell phone lot.)