look up the NWI bike map online. Not sure where you can get a printed copy in Chicago.
Take burnham greenway to wolf lake. from there you go to industrial hwy (by the gary airport) then basically hwy 12 to the dunes...for specifics look of the referenced map. I do it once or twice a year.
Looking at the map, the route looks fairly good although google seems to like to route you through parks when staying on a road would get you there a bit faster. Just a tip, you can stay on Ewing to get to Indianapolis Ave and probably shave a mile off the trip. However, going through Calumet park is fairly nice and if you're going through it near the middle of the day, there's usually some stands selling drinks and food at the Y intersection where Crilly meets Walton. Just be careful at the north entrance to Calumet park where the railroad tracks go across the road. The metal plates around them are corroded on some places and are a bit sketchy. Also, the south end of the detour where it goes to Indianapolis has a bumpy stretch where you'll be riding over uneven paving bricks.
Also, I'm not entirely sure why the route has you go on sheffield instead of Hohman just south of Wolf Lake. You could just head south of Hohman and avoid a few turns a twists. The google route ends up on Hohman eventually in any case.
thanks everybody. i have been wanting to make this trip and the tips are much appreciated