I have gone into ORD with a student. It's harmless. Before I did it, I called someone at the tower on the telephone, and they told me to just come in anytime after 11 when it's dead. All I did was call up approach and get a VFR clearance into the Class B. It was easy, they were very accomidating. I got two patterns in and it was as easy as that. Go around 11:00 PM and you should be good. I talked to someone who had done it before and they went way later. I chose not to be up that late! Good luck, PM if you have any questions.