First and foremost, when getting on at an LD origination station like Chicago, sit where they tell you. In the case of the Lakeshore Ltd or the Empire Builder, as these trains split the next day, if you're in the wrong car, you'll end up several hundred miles from your destination. Their ticket scanner flashes your destination city so, for example, if you're in a New York car with a destination of BOS, he'll tell you to move to the Boston section up front.
Sometime after you've gotten your seat check, and preferably just as the train is stopping at its first or second stop down the line, simply switch seats and move your seat check, too. From what I've seen, the boarding passengers at all stops down the line generally sit anywhere in the car they are told to sit in...BOS car for BOS, etc. Be sure to double check that boarding passengers are sitting in the same area as you are, as there may really be a big group down the line and you don't want to stick out being the only passenger in the front 10 rows of the car, for example. Be sure to move your luggage with you and mimic the placement of the seat check...leaning to the right, vertical, etc. Should the conductor tell you to move back, tell him it's too hot, noisy, smelly, or any other reasonable excuse of why you moved. The aisle light in your eyes when you're trying to sleep is a good one too.