The toll roads in Chicago are definitely less traveled. The Dan Ryan is in its second, and final, year of being completely redone. You don't want to be anywhere near there. Although it may be a bit out of the way Lake Shore Drive offers some great views of Chicago and 41 meets up with 90 in Indiana, from which you can hop onto 65 south to Monticello.
One other thing to remember about the parks -- food pricing varies greatly. Always enter any Six Flags park on a full stomach -- you don't want to have to pay for more than one meal there. HW and IB are a different matter altogether -- check some of the other threads for more about this.
Another thing to be aware of is the construction in downtown Milwaukee. If you're planning on going through Milwaukee (294/94) I'd suggest using 894 to avoid downtown, or avoid MKE all together by taking 90 out of Chicago towards Rockford. You won't pass SFGam, but will also avoid the mess that is Milwaukee.
I90 thru Chicago is often not that bad but sometimes it is. Keep in mind that this is based on the experience of someone who drives thru there often on trips, but I don't live there. There are tolls and those get backed up if you have to go thru the cash lanes. They do have flash pass (I think that is the term) lanes that are quick but I am not sure where to get those passes. I do know that if you happen to go thru those lanes by accident, you can save time and money and nothing seemed to happen the one or two or three times I accidently did that.
^They've had two of those 11pm investigations into EZ-Pass in Baltimore (apparently it is very hard to challenge an EZ-Pass violation. One guy's credit was ruined) and my brother-in-law has also had issues with EZ-Pass in Jersey. Remember that you're stealing if you go through those lanes without the device, and if that they catch you, I'm sure you'll not be dealt with lightly. You see, everyone who uses EZ-Pass pays for the device. Well, there's the end of my morality speech for the day.
Anyway, here's my advice on 94. Like someone said, it's great on Sunday night at 2 a.m. as there's no one around. Hit it on a Tuesday around 3 p.m. and welcome to hell. They are redoing 94 all throughout Chicago and the reconstruction won't be done for years. I do agree though that the urban scenery is great to look at. I don't know that 294 would be any better. It's the supposed bypass, but it takes you pretty far out of the way.
My recommendations? SFGAm: Ditto on Deja Vu, and wait for the front seat. The vertical lifts are quite scary.
IB: Cornball Express is excellent. A daytime ride on Lost Coaster is mandatory so you can see just how close the walls are. Never rode backwards, but my friend did. I watched a girl across from me, and her technique was to hold onto the metal bar at the top.
My friend also recommended the extra-pay walk-through haunted house across from the Pirate Ship. He said it was challenging.
And remember, that one you've made it to IB, you'll lose an hour since Indiana is now on Daylights Savings Time statewide, so plan ahead.