As I recall, the water taxi's do not run that late (about 5:30PM sticks in my mind when we went) but maybe that's changed by now and you can find late ones. If you take one over they will let you know about return times.
As for the cabs you can get them right outside the door at Atlantis so you don't have to walk the streets at all after dark. Usually other people go back with you in the cab so you won't be alone. If it were me, I would wait around the door until other shipmates headed out and go with them.
Have a great time.