Depending how much baggage you have (and the time of day), if you take the "El" (Blue Line) from O'hare you'll want to take a cab from wherever you get off. Figure a few dollars for that.

Not only is the El about 95% less than a cab, it might even be faster.

I'm not an expert, but I think you'll want to get off at the Division or Chicago stop. Details here:

http://www.transitchicago.com