Just so I understand, you'll be downtown with your family, and you'll need to get a rental car, and eventually drop it at O'Hare, right? Can you give a ballpark $ amount for what renting at O'Hare would be, vs. in the Loop, vs. Cragin or Oak Park?
A few things to think about:
1. In terms of vehicles, you'll definitely get the best selection (particularly if you're 5* or PC) at O'Hare than at an HLE.
2. Depending on the time of day, going from downtown to O'Hare, getting a car, and then coming back downtown, could take well over two hours.