Definately take the boat over to FW from the MK, but you may not have to go back there to get to your resort (if that's where you're going after the show).
When we went to the HDD in September, after the show there were busses for all resorts right at the bus stop waiting for us. WDW must realize that people need to "get home" and you shouldn't have to go back to a park to find a ride.
I don't see why they would have changed this since September, but if they have, someone please correct me.
Of course if you're going back to MK or if you're staying at a monorail resort take the boat.
HDD is one of our favorites. Have a great time.