Upvote:5
If you can lug your baggage to the Clinton stop of the Blue Line, that will be the easiest option for you. You arrive straight in the airport and can take the elevator right up to the Sky Train, which will take you to Terminal 5. The current Megabus stop is about a block and a half south of Union Station, which makes it even closer to the Clinton Blue Line station. You basically only have to walk 2 blocks (one south and one west) to get to the subway station.
Your other option is to take a cab. It will cost around $40-$50 depending on time of day and company, plus a tip (usually 10-15%). Most major cab companies accept credit cards. You should be able to easily hail a taxi right at the Megabus stop at any time of day.