With the exception of Fort Wilderness Campgrounds, all theme park buses are direct. No transfers needed.
AK Lodge is the only bus that typically only has one stop. Most other buses either make multiple stops within the resort, or stop at another resort.
For example... Old Key West, Caribbean Beach, Port Orleans, and Coronado Springs have thier own buses, however, each makes multiple stops within the resort.
Contemporary, Polynesian, Grand Floridian, Wilderness Lodge, Swan, Dolphin, Yacht, Beach, and the Boardwalk all have one stop, but the bus might stop at another nearby resort along the way.
The All-Stars also tend to share amongst themselves.
As for which is better than another... you'll hear good and bad about every resort. It's really hit or miss. Most often it'll be fine at any resort, but every once in awhile, there will be a blip, and you'll be sure to hear about it. *shrug*
My advice: Don't worry about transportation -- book the resort that you like best.
