Got stuck in CHI a couple of weeks ago. It was 9 below before the wind chill. I used Greyhound as most trains were canceled and I found that the new bus loading area is across Jackson form Union Station. No shelter and no way of knowing if the bus was waiting or even if it was on time.
Personally, I ride trains to see scenery I would otherwise miss. Same reason I ride local transit buses in new cities I visit. Wrapping the vehicle totally defeats the purpose of installing windows.
That's the same plan I use. Taking old clothes and discarding along the way. I'll generally find that I need something that I did'nt plan on so I'm replacing as I go. When I return home carrying is new items I've purchased during the trip.
