The Cardinal is the only train that directly serves Philly, all other trains require a transfer either in NY or DC. That said, at this time of the year do not ride the Cardinal westbound expecting to see the best scenery. The best scenery, and quite possibly IMHO the best scenery east of the Mississippi, is New River Gorge. Sadly however, going westbound except during the summer months, you'll hit the Gorge after dark.

So if scenery is what you are after, only book the Cardinal eastbound from Chicago at this time of the year.

My second choice for scenery would the the Lake Shore Limited out of NY. It runs up the very scenic Hudson River, normally visible in either direction for most of the year, assuming it's on time. Westbound at this time of the year however, you'll miss riding alongside the Erie Canal, as you'll reach that after dark.

The Capitol also has some decent scenery going westbound, but again the best scenery is reached after dark going westbound. You will however probably find that the prices on the Capitol are the cheapest, especially if you want a sleeper.