That depends where you want to go. Downtown Chicago, about 22 miles from Gary, IN Airport (GYY-Gary - Chicago Intl.), can be a challenge to drive in. Keep things easy by renting something compact, fuel-efficient, and a cinch to handle. That being said, Chicago is also a jumping off point for many of the rural landscapes around Illinois. If your trip is more about cruising down highways, you may want something with more trunk space and room to move. How about an SUV or a full-size car?