Well that was a lot of fun....
I thought I'd stop in say thanks again to everyone for advice and comments. We had a great time on our trip to Chicago.
The down side was getting up so fricking early to get downtown in time to catch a 6am train. But other than that, it was awesome. Our seats were very nice and much larger than coach on a plane. That was great to see since I'm 6'3 and 300 lbs. The dining car opened for breakfast right after we left the station. It was only one car and there wasn't much room so everyone had to sit together with strangers at the tables. No big deal since we met a couple who are veteran riders and got to listen to some of their stories. The breakfast was OK, but not great. The funniest part was the guy who was the waiter. He was clearly not a morning person and was not happy to be there. He was a little snippy with the passengers and particularly the other guy working with him who was clearly new. It was more funny than anything else. After breakfast, we had a nice relaxing ride to Chicago. We very much enjoyed the train and absolutely will do this again.
Coming home on Sunday wasn't nearly as much fun. Because the train back from Chicago didn't get to Indy until almost midnight, we decided to take the bus option. It was supposed to leave Union Station at 3:30pm. We got there several hours early and found out it's just a pick up outside and it takes us back to the Greyhound station four blocks away, to wait another hour before it leaves to head south. We didn't want to wait on the street for four hours, so walked to the Greyhound station. While there, we found out there was another bus leaving for Indy at 1:15pm. We took that one instead and made it back to Indianapolis around 6:30 ET It was still several hours of the day wasted waiting to get home, but not nearly as bad as it would have been if we hadn't caught the earlier bus. Unless Amtrak schedules an earlier train back to Indy on Sunday, we'll probably just book the return trip directly with Greyhound so we can pick the one we want and leave as early as we want.
All in all, it was a wonderful weekend. Thanks again to everyone who replied to this thread. Your advice was much appreciated.