If you want a central location, a block from the Harold Washington Library and the Chicago Art Institute on Michigan Ave., try Hostelling International's, Harris Family Hostel at 24 E. Congress Ave...For US$28 you get a dorm style room. Check out their virtual tour on their web site www.hichicago.org. Vey clean and safe for international travelers.
Don't forget breakfast at Lou Mitchell's at 565 W. Jackson, on the south side of Union Station.
The Holiday Inn is the closest to the station, buit it is a bit expensive and the area is a bit bleak. A $5 cab ride away is the Best Western Inn of Chicago, which is much less expensive and rigth in the middle of the downtown shopping and restaurants.
i highly recommend the Cass Hotel, about a three minute ride from the station, just off Michigan Ave. Excellent location, smallish rooms but very clean. About $70 a night, a bargain for downtown Chicago. Just came from there a few weeks ago and going back next summer. Good luck.
You did not state what type of hotel you were looking for. Luxury? Economy? Business? What amenities are important to you? Hotel restaurant(s)? Pool? Kids stay free? Etc, etc, etc.
There are hotels near Union Station and many more if you're interested to go further into the Loop or up to North Michigan Avenue, the River North area, or areas closer to the lake. In a city like Chicago, the term "close to" is pretty relative!
I guess at the harris family hostel they have private rooms for a couple as we are staying only one night , we did not want to go to far looking for safe accommodation. We are from Australia near Melbourne so we have the Amtrak booked and we were justt looking for for accomodation in chicago and Pittsburg one night. thanking you all