Rudi - The bus numbers have changed. 7B became 292 and 7F is now the KX. I took the KX this last weekend and it's great because it hops on the freeway and gets off in the city going down Mission (parallels Market and one block away). It took about 1/2 hour and costs $3.

Caltrain is ok but it doesnt really let you off walking distance to Financial District.

Once you get off Caltrain and the end of the line, just catch the #30, 45, or 15 buses towards Market Street. They stop right across the street from the Caltrain Station and go right by the W Hotel. I presume your convention is at the Moscone Center.

Depends on what you're after:

If convenience is more important, take a cab. They're usually plentiful. Quickest to get, and fastest to get you to the W. Cost is around $30 as others have mentioned. If I'm feeling tired or like I don't want to wait at all, I take a cab.

A shuttle is going to run around $13-15 (with tip) and offers pretty good service. If it's not too late, I'll usually take a shuttle. FYI SuperShuttle, the biggest player, is much more plentiful at the North (UA) terminal than at the South Terminal where AS flies into.

If you're on a really tight budget, I would consider the SamTrans bus a better option than CalTrain. It runs way more often.

We'll all be taking BART into SF in a couple of years...

The last forecast I saw for BART to SFO was for the end of 2002. Hopefully they are still on track.