I must be one of the few who isn't convinced that the hotel-arranged transport doesn't necessarily mean a smoother check-in.

I usually pay extra for the hotel transport when:

1. I'm in an unfamiliar city
2. I'm coming off a longhaul flight and I'm prone to be very tired (and making stupid decisions)
3. I'm not landing with enough local currency to deal with a regular taxi
4. The city has a reputation for taxi scams (Bogota comes to mind)
5. I'm with my wife

Otherwise, I'm willing to rough it.

I'll also say that, even when i've had an extremely favorable pick-up experience, I almost always opt for a regular taxi on the ride back.

Airport transfers that I'd take again in a heartbeat:

1. Siam BKK (of course) - their fast track from plane side thru customs was insanely quick - most flawless I've ever had maybe. 7 Series BMW was awesome.

2. While I'd NEVER (ever) stay there again, the InterContinental Hong Kong had an amazing transfer....S Class w/ fast WiFi connectivity and snacks.

3. Amanpuri (because no other cabbie knows what it is, let alone where it is)