Southwest out of Midway to STL is usually pretty fairly priced.
Amtrak takes as long as it does to drive, but it's always about $70 or less per person roundtrip. The STL Amtrak station connects to the airport via light rail, so you could still catch the Knight Bus for the rest of the journey.
I'm a freak for travel websites and act as ad-hoc travel agent for Wrockstockers, so just let me know if you need more help, okay? I can look stuff up for ya and junk like that.
