Depends on how many people in your party. We've taken it from the Orange county airport and it was only about a 20 minute ride. The shuttle we had only held about 8-9 people so it was just us and another party. Also remember, most that fly into Orange County are headed for DLR so it isn't a problem filling up a shuttle, and most of the hotels are in close proximity for dropping off. From LAX though, especially in the daytime, you get lots of individual business persons that need rides to their homes, which if you want a tour of greater Los Angeles is fine, but tends to take lots more time to get you clear to Anaheim.
I believe a taxi is about $35.00 (someone else said, we've never done a taxi) so if you have 3-4 persons, the taxi might be more economical. Don't be scared of the shuttle though. I would not suggest the airport bus though.