Fastest and best - but expensive - cabs.
A little cheaper, usually fairly fast (but not always) - drive
Cheapest, fast depends on a lot of factors - Disney transportation
You can't walk from one place to another (with a few exceptions - Epcot to MGM, or Epcot area resorts to Epcot and MGM. Contemporary Resort to MK. A few others. From POP, nothing is walkable.)
Sometimes, Disney transportation will have several options. One will be the most direct. For instance, standing at the AK wanting to go back to the Boardwalk, we catch the Boardwalk bus. But because the Boardwalk is walking distance from MGM, if we miss the Boardwalk bus, and the MGM bus pulls up, we will take that, then walk (or if the boat is right there, take the boat) back to BW. This usually takes knowing the layout of the parks pretty well though.