There are assorted ways to go from park to park without transfering at a resort or DTD.
AK has direct bus service to all other parks (although I think the MK bus only goes to the TTC and you need to get the ferry or monorail from there)
MGM has bus service to AK, MK (see note above) and, by some reports, Epcot. There's also a boat that runs between MGM and Epcot, with stops at S&D, BW and Y&BC, or a walkway that connects the two.
Epcot has the aforementioned tranport options to AK and MGM. To the MK (and vice versa) you can take the Epcot monorail to the TTC, then switch to one of the two monorails to the MK.