How can I get to either Midway or O'Hare to and from Union station?

I am going to Vegas in over a week and may have to take the train to Union Station to either airport, but I am not sure which one yet, because I have not gotten my ticket yet. What do I take from Union station to the airports and how late do they run? My flight back may be after 11pm, and then I must think of Metra hours coming back.what is the latest I should book my flight back?