Depew should be fine, and I'm fairly confident you would have seats together. Like they say above, it starts at Niagara, so you'll be fine at Depew. My son and I have done a couple of day trips from Rochester to Syracuse, and we always end up with seats together both ways. Granted, he's two years old, so the conductors always make an effort for us.
Interesting dilemma posed by others. Sure, taking the Maple Leaf from Toronto to NYC would be fine, but on your return from Chicago, you'll ride the Lake Shore Limited, which would drop you off in Depew for a 6-hour layover waiting for the Maple Leaf. Depew is a safe station, but near the end of your trip, I can't imagine sitting in a particularly mind-numbing station where the only close attraction is an electric substation. On top of that, the LSL is frequently late, and while unlikely, there's a chance you might actually miss your connection.
Your other option is to ride all the way to Rochester to meet up with the Maple Leaf there. Stop in Rochester, sample the local cuisine (Garbage Plate--look it up), enjoy the balmy weather (all the while sledding in the snow!), and then head back to Toronto. If you miss your connection, I know plenty of people who would love an excuse to drive to Canada.