I think there is a thread I read about this somewhere here, since I had the same question for our week after Turkey Day trip.
From what I remember, the shuttle from the onsite hotels runs to all three hotels and can get crowded and if there is a late show at SW that night, sometimes the shuttles don't run that late. So some people opt for the cab ride for the freedom of it. I think it was $20, but I don't know if that was one way or both. I'm sure the staff at the hotel where you're staying can give you definitive ride costs between popular locations.
There are always cabs parks outside these hotels looking for riders, I don't think any of them have ever been of ill repute. We've never had any issues.