gypsy taxis (black cars, 黑车, rickshaws, touts)
This topic is semi-controversial because: 1) there is a widespread fear of non licensed taxis; and 2) gypsy taxis tend to put upward pressure on the cost of travel.
As much as I respect both of these arguments, if you happen to work in the Beijing CBD and fancy escaping between 4p and 7p, you may well wind up in one. Between the CBD and Sanlitun, the asking price is around y30 (taxi would be y15), but you can usually knock them down to y20.... I scored y10 a few weeks ago (very rare). On Friday afternoons when it's raining, I'll go as high as y50.
On rare occasions, I rely on the same services on my airport runs, but I would not recommend this strategy for those of you that lack strong Mandarin skills because, chances are, you'll end up accompanying a second passenger to Wudaokou before being brought to your destination. Furthermore, it's usually pretty easy to get taxis at PEK.
That having been said, the gap between licensed and un-licensed taxis is closing. Basically, it is wrong to assume that licensed drivers are knowledgeable about geography or are willing to provide a comfortable environment for you (e.g. air conditioning... 2/3 of air conditioners were "broken" last September and none of them have been fixed yet). I'm by no means advocating choosing gypsy taxis in favor of the real deal, but if "Option A" entails standing on Guanghua Lu for 45 minutes in the presence of 20+ competitors, it's often worth it to roll the dice.