In Chicago, get "The Map." It's a comprehensive map of the Metra commuter rail system. If I recall correctly, you must buy one from a newsstand or bookstore. The Metra ticket offices did not distribute them--at least not 10 years ago. The Metra ticket offices sell the day passes, of course.
One site of interest--among many!--is the Pullman Factory district on the South Side. I believe you can reach it by one of the former IC electric lines. Not sure about how safe the neighborhood is around the nearest station. Ask.
You'll go crazy trying to decide which commuter lines to ride. My favorites are the triple track ex-CB&Q line, the ex-RI line to Joliet, and the South Shore interurban line to South Bend.
On your return "Eagle/Sunset" leg, your nocturnal explorations will depend on how late the "Texas Eagle" arrives in San Antonio. There are upscale bars and restaurants in Sunset Square adjacent the current Amtrak depot (once the baggage or express building). The former SP depot is one of those bars. Don't miss seeing it, especially the stain glass windows. There is also a restored T&NO steam locomotive parked outside the Sunset Depot. As Ed suggested, there is a Denny's about three blocks away on Commerce St. next to a La Quinta Inn. I would not venture to the Riverwalk after midnight.
Westbound on the "Sunset" you'll want to be awake west of Del Rio as you cross over the Pecos River on the Pecos Viaduct--321 feet above the river! Climbing out of Alpine through Paisano Pass is interesting West Texas scenery. If time allows in El Paso, take a look inside El Paso Union Depot. Don't let the train leave you though!