If MK, you can walk over to the Contemporary and catch a bus to DTD. If EPCOT you can walk out back gate and catch bus at YC/BC or BW. If Studios you can walk across to BW and catch the bus.
You can also take the bus from the park to Saratoga Springs Resort. Get off at the Congress Park stop, and it's only a 5-minute walk to the Marketplace.
If you are in a hurry - take a cab. I'd walk to a resort if at DHS, MK or EPCOT and grab one there. Not sure what might be best if you happen to be at AK.