I've typically stayed at the red roof in downers grove.... but some people had a bad experience there so I cant say I fully recommend it. Others have stayed at a hampton inn closer to the arcade... but apparently some people had an interesting experience there as well.
If you're feeling like a baller, there is an Embassy Suites in Lombard/Downers Grove that should have cheaper rates being that this is a weekend gig. I think maybe $120 a night? You get a baller breakfast with that, and free drinks at night.