I've tried both cabs and the train (in total over 100 times), and actually prefer the train during the day. The problem is that it's a bit of a walk to the train at ORD, and then it may be 10-15 minutes before the train shows up, and vice versa going back. Cabs can easily run into traffic. So a visitor should allow at least 3 hours for walking and sitting on the train (or cab) round trip to downtown. Again, Chicago is a great place, but a 5 hour excursion from ORD to Downtown is asking for trouble.