Some of the L lines in Chicago are above ground, when they are, they generally use the median area of a major highway (south 90/94 and 290 to the west). There is some at grade stretches on the north side of the city/near suburbs.

I think all of the suburban commuter (Metra, which is an entirely different system & agency) use freight lines, with stations typically near the town/village/city center. Problem with the shared lines is that freight (because they own the line) generally has priority. Freight train breaks down? Youre stuck for hours. 1.5 mile coal train coming through at the switch? You're stuck until it passes.

Granted, when I had to commute into the Loop in Chicago, the hour total of using Metra was far more convenient, less frustrating and cheaper than driving. It was a hour door to door for me, 15 mins to get to the station, 5 minutes of waiting, 25 mins on the train and about a 15 min walk to the office.

Now I both live and work in the West suburbs. Usually a 15 minute drive into work, about 25 home.

There are other other options besides tunnels and elevated along highways - for example using rail ROWs. Also, if you build Urban metros instead of suburban ones, the tunnel costs are often worthwhile.