Depends on how many people you are transporting and how fast you want to get there. We had three so we just took a taxi, knowing that the cost (about $40) would have been comparable to the shuttle services per person. We also wanted to get there quick without making other stops.
I have given this information to several members, and they found it quite helpful. There is an Airport Bus that goes from LAX and OC to Anaheim. It is quite cheap and has a large capacity, as it is a coach, so you will never miss out. It drops and picks up at the car-park of the Howard Johnson on Harbour Boulevard.