You don't have to drive it on I-94; in fact, for many years it was faster not to, because of insane bottom of the lake traffic. You can take the Dunes Highway instead (and then keep off 94 up the Michigan shore; there's good stuff up there).
I'm speaking up for Indiana here but honestly if you're looking for those dunescapes and beaches, western Michigan is the better bet. Road To Perdition was filmed around Saugatuck, just an hour into Michigan; that part of Michigan really is worth a trip to see (you'd want book a place to stay up by the lake for at least a couple days; it's not so much a sightseeing deal as a chill-out-by-the-lake deal).
The whole stretch though from Chicago up to Traverse City is basically where Chicago vacations.
Check out sleeping bear dunes park in Michigan especially if you can get out to the islands. Also Three Oaks Michigan is also a nice spot to stay and explore for a day or two. Journeyman distillery and a few nice restaurants are located there.
Honestly, I think it's a good thing it's insulated by a couple miles of hills and trees from I-94. The relentless noise of the highway would be absolutely terrible for the beach.
I actually stopped to stretch my legs and bag another national park at the Indiana Dunes National Park last Friday on my way back to Michigan from Wisconsin. Maybe AI was in a sour mood due to my poor decision to drive through Chicago from 3 to 6pm on a Friday, but I wasn't that impressed - Holland, Muskegon, Hoffmaster, Silver Lake, or Ludington State Parks up the Michigan coastline are all superior.
It only looks fantastic though a Chicagoan or Hoosier perspective because the rest of the area is a rust belt.
There's no part of Chicago that really looks all that impressive from any of our interstates. If you want to drive fast through Chicago and actually see it, you have to get yourself onto Lake Shore Drive.
