My first experience with Penn Station was in the 70s, after the Garden had been built, but in the 70s it still seemed to retain some of the charm of a railroad station... at least in my 5-7 year old mind. The ceilings seemed higher and it seemed to have some semblance of being a railroad station. By the 90s... when I showed up, after years of riding the LSL into GCT... wow it did look like a late 70s airport! I'm not sure it was all that different... or I just grew up... but it was disappointing. If you do go into Penn though, do venture up and out and get yourself a dog or a pretzel from one the carts. That was one New York Penn tradition my mother and I had the numerous times we'd ride from Chicago to NYC on the Broadway.
If you want to see a great Eastern train station, I second the Philly idea. 30th Street Station is just beautiful.
As for Chicago's Union Station -- I don't know if I'd say rail fans or architecture buffs don't mourn the loss of the concourse. Especially those in the Chicago area.
What's amazing to me, I remember when they did the remodel, what 25 years ago now? (Someone else I'm sure can pin point it, I'm thinking early 90s? Might be off. It's amazing to me that it was THAT LONG AGO! Wow!) The attempt (at least according to Passenger Train Journal) was to clean up the concourse's narrow passageways that were there and make it easier for everyone to navigate. Either they failed at that, or they underestimated how many people the station would serve in the future. 'Cause at the end of rush hour when Amtrak has all their midwestern regional trains going out... wow, it's every bit as crowded and congested as ever. Amtrak's waiting room is dismal as well. Reminds me of a bus station. That said, I really like the remodeling they did by the gates to the tracks. They did a nice job of doing an art deco kind of theme that classed that part of the station up a little bit. Certainly better than what was there before that.
As for the head house at CUS... it is underutilized and frankly it's under utilization takes a little bit of the awe out of seeing it. I mean there's something about getting off a train at 30th Street or Grand Central and then walking into their waiting rooms. In Chicago... you can avoid that altogether. And sometimes you can't even have that experience if you want to. They've either buttoned up that part of the station for the night. They're holding an event there. Whatever.