Check Travelzoo. I usually can find something on there.
We like to drive to Indiana and leave the car at one of the South Shore train stations. The car is safe and we dont have to pay for parking. And its cheap to ride, I think its around $8.50 for an adult all the way into Millennium park downtown.
We like to stay at the Wyndham on Dearborn, great location, not sure of price or when you are going. (But very little is cheap in Chicago over the summer.) We also liked the Amalfi but it doesn't have a pool is you are traveling with kids.