Sorry about your experience, but I find MDW so much easier to navigate than ORD. The food options are terrible, but the ease of getting downtown on a 20 min. train ride vs. ORD's 45 mins. (in a jammed car) settles it for me. And, as others have pointed out, baggage theft can occur anywhere. When I'm not doing carryon only, I like to be there the minute my bag comes out on the conveyor.