A lot of the same thing (flat plains) between Chicago and Denver

Personally, i would fly to Denver, Durango, or ABQ. There are different cost factors I'm sure. If you must do Chicago, it is a long (boring IMO) drive. The train would be better if you can do the logistics but be prepared for it to arrive at your destination late.

Distances are longer in the states and gas is cheaper too. I think "never let it get below 1/2 tank" is a bit much as you can pretty much find gas (petrol!) within 50 miles of anywhere these days with a few exceptions that aren't between Chicago and Colorado. I'd start looking for gas at 1/4 tank personally. Last year i did have an incident in Southern New Mexiico where i misjudged distance and was pretty desparate for gas. I ended up buying generic brand swilll for $3.50 per gallon in a very tiny "town", but that is really rare these days. I'm sure $3.50 to Euopeans is dirt cheap!

I avoid the Narrow Gauge Inn personally, but I'm picky about lodging. Some folks here think its fine and it is next door to the railroad. Not my cup of tea though. I'm planning on doing this excursion myself, and where to stay is a challenge. While i know they are running these little antique engines out of Antonito to avoid pulling the 4% up the pass, Chama is better for lodging.

These are just my opinions!

Dave