Analise:

Terminal 2 is the closest to the O'Hare CTA station. It's still a bit of walking but there are some moving walkways to assist at least in one of the exits from Terminal 2. However, given what you said about toting heavy luggage, I'd probably take a cab. I have no experience with shared cabs so can't comment on how long you might have to wait to find another rider to join you. If you go solo in a cab, I think the fare from ORD to downtown would be at least $30 but don't know if it would go as high as $40; traffic should not be that bad on a Saturday afternoon but you never know - you could experience one of Chicago's two seasons: construction (the other being winter).

As for your departure from McCormick Place, I've never been there but would guess that a cab would be your best bet. Perhaps you could share a cab with someone else from the Convention Center?