I've flown into Midway a few times too, with good experiences similar to yours. A few of the notes I've compiled.
1) Atlantic is a slightly more little-GA friendly in that they have avgas and tiedowns (first come first served).
2) The controllers will happily steer you out way over Lake Michigan at a relatively low altitude to get you out of the way. Don't hesitate to tell them unable.
3) I came in once with winds about 30kts straight down the runway. I was going so slow on long final I had to sidestep runways three times so the 737s could get around me. The passengers thought it was fun, but I was a ball of nerves.
4) Overnight parking at the FBOs is quite reasonable, I think it was $10 or $15/night. I recently did a trip to GYY to try it out as an option for Chicago travel and it was $25/night ramp fee there!
N29213 - RV8 completed 2017
RV10 - tail complete, fuselage in progress
Columbus, IN - KBAK