Usually the captain will ask whether I want "ins or outs", which means do I want to land at MDW all day, or do I want to land at the outstations? All of our flights either depart or arrive at MDW, so we trade off legs that way. I'll always choose "ins" if they are using the circle to 22L because I LOVE that approach!
Sometimes we'll "switch at outstations." That means one person flies from MDW-MKE, then other person flies MKE-MDW, then flies from MDW-SBN, then we switch again. That way each person gets a landing at MDW and an outstation. Makes things a little more fun.