We have used it and a couple of shuttle services (Supershuttle and the red one). We prefer the Express over them now. I think because it is a bus. but you are not as packed in, the driver does not drive around and around picking up enough passengers to stuff it (we drove around LAX 4 times..passing where we got on 4 times to get a full van). In fact once, we had the whole bus to ourselves. Also, last time we took the blue shuttle, the driver scared the crap out of me on the drive out of the airport.
That being said, I have not tried a cab and one of these times we might try that.
Every time we have used the Express, we tell the driver when he stores our luggage what hotel we are staying at. Then he stopped at a few hotels (Sheraton, then CGH and DH and one other stop on Harbor Blvd) and we were at our hotel. Pick up, we walked down to the closest ART stop and waited about 20 mins (which was good because DH forgot the vouchers that I had handed him 5 mins before we left). When the bus arrived (mind you, a lot of odd vans will pull up claim to be the Disney Express and are not), we told the driver which airline (since we were flying into LAX) as he loaded our bags into the storage and that was it.
The drivers have always been very nice and funny.