I've dome this numerous times. Another way to save money on ground transportation when your hotel does not offer a free shuttle is to take a free hotel shuttle to another hotel that is close to where you will be staying and then take a taxi to your hotel. This works if you do your homework in advance and the airport is especially far from the city.

If anyone hassles you (which has never happened) I would simply play stupid (I'm good at that) and apologize, saying my company changed my itinerary and I didn't notice it until after walking into the lobby.

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