The CTA train system does a very good job of connecting the places people actually want to commute through in Chicago. If you don't live here, the map might be misleading; you need to compare it to a population density map of the city. For instance, large parts of the southwest side of the city that appear to have minimal coverage are also heavily industrial. The red and green lines serve very large swathes of the poorest areas in the city, too.

The parts of the city that aren't directly served by train are served by a relatively effective bus system. I wouldn't say the CTA buses are beloved of anyone, but they're night and day compared to SF.