Best thing to do is get flight following. Between 15-20 miles out they will either hand you off to approach control or they will discontinue service and have you squack 1200. If they do that, contact approach on 119.45 (If you're coming from PA) no later than 15 miles out. (No more than about 25 miles out.)
GA aircraft land on 31L, 4L, or 22R depending on the winds. They may ask you to overfly the tower to enter downwind. Again, it all depends on the winds. Chicago Approach is one of the best in the business. They will do their best to make it as painless as possible.
Enjoy the windy city.