You do not say when you are going, which may make a difference as during many seasons MGM closes after Epcot does and during other seasons before. If you are at MGM and Epcot is already closed, there may not be any way to get back to Epcot (although there is a bus back to the TTC where the MK lot is). If Epcot is still open when you leave MGM you can either take a bus to Epcot (leaves you off near the front entrance and parking lot), a boat that goes to Epcot resorts and then to the International Gateway Entrance of Epcot from which you can then walk through Epcot, or you can just walk from MGM to the Epcot International Gateway Entrance through the walkway that goes to and past BW (about 30 minute walk). The bus would likely be the quickest trip. If MGM closes after Epcot, you should drive to MGM. Frankly, I would probably park at Epcot in the morning but then drive to MGM when you go there.