Agree with all of the above. The Westin area is pretty desolate in the winter and it feels extra cold being by the lake. With the Sheraton you don't even have to go outside as its connected to the Path which means direct access to the Subway and Eaton Center among other things.
Westin is newer and probably a bit nicer, but Sheraton has location, gym and club lounge.
Plus it being an old hotel they have a pretty good number of suites or upgraded room types (not all rooms are cookie-cutter).
However either option is a fine choice and I wouldn't say one is exceptional. They both are average to a bit above average.