Generally speaking walking is faster. But it may depend upon where you are at DTD when you decide to return to the room. The boats now operate out of the Pleasure Island dock, which is roughly in the middle of all Downtown Disney. It's not far from the big hot air balloon thing. If you are in that general area of DTD when you decide to return to your room, I would probably go with the boat. You'll have to walk a little way from the SSR boat dock to your villa.
But if you're more toward the far end of the Marketplace, walking should be much quicker and easier.