If you're coming from the east on I-70 you'll see construction right at downtown Indianapolis.

Don't worry, this is a route that's difficult to screw up.

EASIEST- From I-70 Westbound, exit I-65 North to Chicago:
Once you take the exist, you have two options:

• First option:
  
  
  
  • Take exit "Meridian St./Pennsylvania St." on the right.
    
  • Turn left on either Pennsylvania (the first street you cross) or Meridian (the second). Both go directly downtown. If you miss both, don't worry. Turning left at Capitol works too. Just don't take the exit back onto the interstate or you'll end up in Chicago in 3 hours.;)
    
  • This is probably the easiest for people in the Columbia Club hotel, the Conrad, the Hampton Inn, Hotel Alexander, or many of the hotels east of the Convention Center
    
  
  
• Second Option
  
  
  
  • Take exit "Dr. Martin Luther King Jr. St. To West St." on the LEFT. Yes, it's off of the left lane. So if you miss Meridian/Pennsylvania, you'll want to start getting all the way to the left to take this exit.
    
  • You'll eventually arrive at a stoplight. Both lanes are forced to go left, but you may want to be in the left-hand lane anyway.
    
  • After the turn, avoid the rightmost lane. That forces you into a right turn at the next stoplight. Just go straight.
    
  • And keep going straight. You'll eventually see the JW Marriott looming in the distance. 
    
  • You will eventually drive past the JW on the right and the Convention Center on the left. You're there.
    
  
  

Next post will be the alternate route: Taking I-65 South. It's not open all the way, but it does get to downtown.

Wow, the first post formatted funny...

Anyway, ALTERNATE ROUTE:

The exit to I-65 South looks closed, but there's a lane open on the left of I-70 West for people going downtown. The exit should either be labeled "Ohio. St." or "Michigan St" and have a small "Downtown only" sign added.

So even if you somehow miss the I-65 North exit, you'll still be able to get where you need to go. In fact, you'll have no choice because construction has closed most of that part of the interstate and forces you to exit.

The drawback is that you end up on Michigan Street, north of Monument Circle and blocks away from the Convention Center. 

That's not bad though. In the past when I've been in Indy, I've walked from Michigan St. to the mall or hotels near the Convention Center. 
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So:

• On I-70 West, stay in the left lane. Take the "Ohio St." (Downtown only) exit.
  
• You'll end up on Michigan Street. There will be construction (or at least there was a month ago). Just go around it.
  
• You'll have multiple opportunities to turn left.
  
• You'll come to a street crossing at an angle. That's Massachusets Avenue (aka "Mass Ave." to locals). Start getting to the left lane around here.
  
• You will turn left on one of the upcoming streets. Which one will depend on the hotel you're in. 
  

If you are heading west on Michigan street, one of the upcoming streets will be your next left turn, depending on which hotel you're in:

• The Alexander: Turn left on Delaware. Just keep going; hotel is on the left.
  
• Hilton Garden, Hyatt Place, Hyatt House, Home2Suites: Turn left onto Pennsylvania. Keep an eye out.
  
• Columbia Club: Left on Meridian. This will take you to Monument Circle, which is a literal circle-road. Columbia Club is on the Northeast side.
  
• Sheraton City Centre: Left on Meridian, then right on Ohio before you get to the Circle. 
  
• Conrad, Embassy Suites: Left on either Pennsylvania or Meridian, then right on E. Washington St. You'll see the Conrad first, then Embassy Suites a block later.
  
• Hyatt Regency: It's across the street from the Embassy Suites in the PNC Center building, but the parking garage is along Capitol Ave. So if you're parking in their garage: Turn left on Capitol instead of Meridian. Stay on the left. You'll see the Hyatt Regency parking garage signs right before you get to the Convention Center. 
  
• Omni Severin, Le Meridian: Both are on Illinois close to Maryland and Georgia. But Georgia St. will be full of food trucks, so you'll have to go further south first. Easiest: Turn left on either Meridian or Pennsylvania, right on South St., then right on Illinois. Omni Severin is first, right past Union Station. Le Meridian is next, right past St. Elmo's Steakhouse.
  
• Hampton Inn: Left on Meridian, right on Maryland. Hotel is right on the corner.
  
• Homewood Suites: Left on Meridian, it'll be on your left side very soon after Georgia St. and the food trucks.
  
• Crowne Plaza: Left on Capitol. It'll be on your left side about a block south of the Georgia St. food trucks, right before the train overpass.
  
• Westin, Downtown Marriott (not the JW): Left on Capitol, right on Washington St. All hotels are on the left. 
  
• JW Marriott, Fairfield Inn, Springhill Suites, Courtyard by Marriott: Turn left on West St. JW is on the right. Turn right on Washington St. for Fairfield Inn. Springhill Suites, and Courtyard.
  
• Holiday Inn, Holiday Inn Express, Staybridge Suites: Left on Capitol. Go past the Convention Center and the power plant. Turn left on South St. for the Holiday Inn Express; it'll be on the right just before Lucas Oil Stadium. Do not turn for the Holiday Inn or Staybridge, just keep going straight. Both will be on the left.
  

That is incredibly detailed and useful information. 

Thank you!

You're welcome! Hope it helps!