I have travelled through Union Station many times over the years. The last time was via Pullman coach, a cross continent sleeper, from LA to New York. The best is west of Chicago where you travel on the Superliners, double-decked, spacious, and, due to the time and distances, lazy and utterly comfortable.
Nearly all cross continental rail traffic goes through Union Station in Chicago. It is Amway's central station. Being a Detroiter, who lived in Wichita, KS and California, I have travelled AmTrak many, many times. From KS, I would book a economy sleeper. I did that many times when I worked at Boeing Wichita and went home to Michigan for the holidays. That I would have to board at 2:30 AM in Newton, KS meant that I would both need a ride to the station and that I would not be sober. The Pullman bed was made up for me, for which I was always thankful. In the morning there would be fresh coffee, fruit and Danish, part of the standard fare when one books a Pullman compartment. Meals in the dining car are also part of the fare. And OMG, the food is wonderful. Try the salmon at lunch some time.
I love traveling by railroad. Amtrak is great. A Pullman compartment is very expensive these days. It used to be affordable. But there are deals to be had. One can travel cross-continent by rail with a private compartment, and return via air. It saves you a bunch, but when you are on the train, you cannot help thinking of Hitchcock's North by Northwest. (Not the dangling off Mount Rushmore part, more like the romantic scenes on the train.)
Good stuff, and worth it. (Take your own booze.)