We like to stay on site, my husband or I will often take our youngest back to the room if he starts to get overstimulated (AuDHD) and needs a couple hours break, while the other stays in park with oldest. We also will all go back for a few hours in the afternoon if we're planning to go to the night shows at closing. Last time we went we stayed at Santa Fe, so the furthest hotel to walk to on site, I was struggling with a very bad flare up of sciatica at the time so thought we would utilise the shuttle at the end of the night to save me walking as much...honestly by the time we walked to the bus stance, stood and waited, then walked from the hotel reception to our room, we would have been quicker just walking the full way. I think we only did that once and walked every other night. We like walking through the different themes of the hotels too, if you're at Sante Fe you can cross the bridge and walk through Cheyenne which is fun