I don't know about bag storage.
If I were you, instead of paying for a cab, I'd take the Blue Line (L/subway) to downtown at the Washington or Jackson stop then hop the Red Line to the Addison stop (drops you right next to Wrigley). It will save you some scratch as a cab ride from O'hare to Wrigley will be pricey.( $50-$70)
Tour is pretty fun, and worth it IMO.As far as hanging around, there is a ton of eateries and bars and stuff to do in Wrigleyville so you could probably occupy your time until the game starts.
hope this helps!
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"The large print giveth and the small print taketh away."- Tom Waits
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