You definitely want to avoid the trip through NW Indiana and the south suburbs and south side.
I have lived on the far north side for 12+ years, but grew up south and southwest.
There is just no easy/safe way to get from NW Indiana to Lake Shore Drive without using surface streets through sketchy towns or VERY busy highways filled with trucks and idiots.
Once you get to LSD around 63rd street, then the trip gets interesting.
I suppose you could travel back roads Indiana a bit farther south to skirt the City, but it would add a couple hours at least to the trip.
Besides, I have wanted to try the ferry some time. It looks very cool.