Midway is south of the city so it can be fairly expensive if you have to go downtown or north. O'Hare is north and west and because it is larger, it is generally less expensive to get a limo/taxi to and from there.
O'Hare is HUGE but the terminals are separated so its not like you have to walk thru miles and miles of terminal.
If your family is in the northren burbs, you might consider flying into Mitchell International Airport in Milwaukee. It is an easy drive to the northern burbs and the "low cost" airlines generally fly there.