I've actually done this at the Palmer House (it was a few years ago) withough any problems (or status). You could always say you're visiting somebody in the hotel (i've done that a few times). Mostly, I agree that the tip is the thing... :-)

and you're right, the train is the way to go -- it was nice looking out the window at all the cars backed up on the road to the airport (i was on a 6 pm flight out of ORD).

Dan