There are direct buses that go from one theme park to another, but I don't think they run as frequently as teh resort buses. A car might be better to go to MGM. We did this several times in the late evening and found parking spaces towards the front of the park entrance. You can also hop on the monorail from MK, get off at Epcot, walk to International Gateway and take a Friendship boat to MGM...but that might take an hour. But it's a scenic route. The parking at MK can be a hassle because you park, take a tram to the TTC then monorail or boat to MK. Hope this was helpful.