I was initially going to take a shuttle, but someone posted that it's actually cheaper to take a taxi if you have 3 or more in your party, and a lot more convenient, as the shuttles will stop at other hotels and your trip may take some time.
We decided to go with a car rental instead, reasoning that we could use the car to eat off property, make a grocery store run, or go the Disney outlet store. In our case, it was a waste of money, because (aside from the trips to and from the airport) we only used it once, to get dinner @ Mimi's and make a grocery store run. It would have been much cheaper to have the groceries delivered! We were just having so much fun in the parks, we didn't want to leave. Ah well, live and learn.
Next time it will be a taxi for us!