Usually step out of the airport and hail a cab? Forget that and hop on a hotel shuttle for free! There are two basic kinds of shuttles you can catch. The first kind is run directily by a particular hotel or hotel brand. These take you to one certain hotel or a couple of the brands they have. These aren't ideal, but if you have to, find one near where you're going and hop on.
A shuttle company that delivers to multiple hotels through out town is perfect. Usually the drivers are young kids and don't really even care where you go or what you're doing and hold no real allegiance to any hotel. Feel free to feel them out and see what you can get away with. I've gotten them to drop me off right at my front door before, just make sure you throw them a tip.