I would hate to be at Denali without a car for several reasons.
1. lodging near the park entrance is more expensive than lodging in Healy or near Carlo Creek and few lodging places offer transportation if they are not in "Glitter Gulch" which is the area just outside Denali NP where all the cruise passengers monopolize
2. You can take earlier shuttle buses into the park by having your own transportation.
3. You can drive the first 15 miles of the park road later in the evening if you have your own car. Very common to see moose in this stretch, though I have also seen other animals including a coyote and caribou. There have been reports of wolf and lynx sightings in this area as well.
4. I have never found the train to be cheaper than rental car + gas but then again I book my rental cars months & months in advance when the rates are very low (I already have my rental car for June 2011 booked at $120/week including all mandatory fees).
But many people survive Denali without a car. Just not the type of un-flexibility that I want when going there.