The Metra is the most convenient method of getting from the suburbs to the city and vice versa. The nearest station is the Downer's Grove station about 5 miles south of The Westin. Conveniently, the Westin shuttle will take you there free of charge, just call to make an appointment.
The Downer's Grove station is on the BNSF line, which goes East to Chicago and West to Naperville. (Look for the line going to Aurora)
During the weekend, you can purchase a weekend pass for $8 that's cheaper than a round-trip ticket and works for the whole weekend.
BNSF gets into Chicago through Chicago Union Station in the heart of the Loop. It's a quick walk to Sears Tower or the Riverwalk. We've walked all the way East to Millenium Park many times, which is only a mile.
Visit the BNSF website