Other than rush hour trains you can take your bike on the metra out into the fringes of the metro area like Harvard, Elgin, Fox Lake, Aurora, Elburn etc and there is nice riding there or you can take the CTA red line to purple or yellow to Evanston or Skokie and ride north from there. Sherridan Road from Evanston to Great Lakes Naval Base or even all the way to Waukegan is nice.