good call. Another option for a net is to fill out a day swap with someone. Have them hold on to it. If you get back in time, great, go to work. If it looks bad, give them a call, they go to work, turn in the swap and work for you, and you pay them back on your next day off.

As far as a hotel. Perhaps you fly into ORD or MDW, get a CTA day pass(all trains, busses, subways) see the show, then ride back to a hotel that has a free shuttle to the airport. Then you only have to buy transportation for 1 day. Pretty cheap too, I think mine was 5 bucks or so.