We (US Airways) don't don't fly to Midway any longer. It is certainly an airport that requires all your attention. Those Southwest guys, like Phil, do a Hell of a job day in and day out.
There are other airports that keep us on our toes, such as, Burbank, Washington National, etc. It becomes, in my opinion, even more challenging at several places in Latin America. Along with language barriers, there are a lot of Cumulo'granite' clouds down there.
It reminds me of the old pilot joke where the Captain looks over at the First Officer and asks, 'What's that mountain goat doing up in these clouds?'