Rail

Chicago's L train and Metra services

Word to the wise: You can buy CTA singles from machines at stations, but passes are only available from drugstores like Walgreens or CVS, or other shops displaying a CTA sign.
Run by the Chicago Transit Authority, the 'L' (elevated) train stands on stilts above ground level, and carries passengers around and beyond the city limits on color-coded lines. The north/south red line and west/northwest blue lines are fairly quick, and cut straight through downtown, while the more sedate pink, brown, green and orange lines traverse the loop. Note that the loop is one-way, so you may have to complete a full circuit to get to your destination.

A CTA single journey is USD 2.25, but a weekly pass makes more sense at USD 28. Daily or three-day passes are also available. All passes are also valid on buses.
Trains serving the wider suburban area are operated by Metra from four stations in the Loop, notably the grand Union Station building just north of Clinton. Useful mostly only for southside locations, singles are from USD 2.25.