I always take the shuttle in and a limo out.
The shuttle is great for the price, and oftentimes you run into other conventioneers, its actually great networking time, I closed a nice deal totally out of the blue one year. Sometimes they aren't going to your convention, but will give you the skinny on other parties and events.
Spend the money on the limousine to the airport, give yourself some quality time to decompress before getting onto the plane.
