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Today, for leaving April 29 and returning May 3:
The quickest is a CVG-ORD flight, which is $452 round trip.
Cheaper is Amtrak, which starts at $98 round trip. In both directions this train runs overnight.
Cheaper still is Megabus, which will be $44 round trip if you buy right this minute, and will go up if you wait. (And thanks to Karlson for the reminder!)
For cheapest of all, drive yourself. It's only 300 miles each way, and gas is cheap in Indiana.