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If you havent' done so already, sign up for the e-mail alerts over at places like airfarewatchdog.com to get the alerts of sales going on. When something is on sale, book it as many weeks out as you can.
If it's less expensive to stay over a weekend (not sure that is the case that often now on that route) consider getting a ticket on one airline for monday from NY to Chicago with the return the second Friday after, and another on another airline for chicago to NY on the Friday and Monday in between.