We are doing the same in January. Usually fly through St. Louis but can't beat the price on Southwest. Here is what I recommend after doing some research. We like the Marriott properties. There are 3 within a short distance of Midway, however they all charge $15.00 dollars a day to park (and the rest of the hotels brands close to the airport). I found the Burr Ridge Marriott is the same price, has a shuttle to Midway and don't charge to park. You will be about 15 minutes to the airport instead of 3 minutes. The hotel will give you free breakfast if you ask nice, it worked for us. Worth it to us.

http://www.marriott.com/hotels/trave...at-burr-ridge/

I have heard that this hotel will work also but gets many bad reviews.

Have fun, Phil

http://www.qualityinn.com/hotel-burr...illinois-IL379