Midway is much less of a hassle and closer to the ballpark. I have family in Raleigh, and we usually fly Southwest RDU to Midway. Depending on the days/time you should be able to find some good pricing.
I had tickets for today but have had a nasty cold the past couple days. Ended up selling them so Murphys law states that the Sox are gonna win now that I can't make it.