What are your favorite train routes from Millennium Station?

I've traveled with friends to Champaign-Urbana, Milwaukee, and St. Louis. Right now I'm planning on visiting Indiana Dunes with a pal this month. We're big fans of finding relatively cheap tickets for trains and exploring the vast country. Any recommendations? It would have to exclusively be train travel because we don't have cars (sadly). Preferably not stuff that's as long as the California Zephyr line. That's all planned for the summer when we have all the time we could need on our hands.