Traveling through Cook County ILL & Chicago itself (even if on the interstate) can be big problems if something unforeseen happens, and you've got certain items that they ban locally. Magazines, semi-auto "assault" rifles, even laser sights. ILL does not have full preemption... and I'm not certain that the fed safe travel law covers stuff like magazines & laser sights, etc.
If it were my choice, I'd take I-39 to Bloomington ILL and then take I-74 east into Indiana, to I-65 south. But I'm not in S.E. WI, where I-94 is much closer. The last time I went down to the Chicago area, we went to my wife's sister's place, in the far S.W. burbs (near Joliet). We avoided Chicago metro by taking I-39 south (from Wausau) into to ILL to I-80, then went east on 80. A few more miles, but FAR LESS hassle. Only had to pay 1 toll between WI line & Rockford.