I'm a Delta frequent flyer, and since no one else has, I'll make an argument for them. I realize that the number of flights and specifically the number of direct flights will be drastically limited from other airlines, but I'll try to make a case for it anyway.
I would assume most Chicago frequent flyers use Southwest, American or United. You will be up against all of those people for the priority seats and upgrades. If you choose Delta, your upgrade chances may be better, and you could have better seat selection.
With the stops, you'll earn miles/segments more quickly, resulting reaching status levels more quickly. I don't have a lot of options for direct flights anyway, but spending a couple more hours on a plane in a first class seat with drinks and internet access isn't too bad.
Delta has wifi on its entire domestic fleet. It costs extra, but if you fly enough and want to use it for work or entertainment while in the air, it's great.
I'm not sure what opportunities are out there for other airlines, but if you choose to go with Delta, I would look into one of the Delta Amex cards. Until you earn status, it will give you your first bag free, priority boarding, extra miles and if you get the Reserve card, you'll get Sky Club access.
I've found FlyerTalk (linked below) to be a good resource for any airline or other frequent traveler information.