Taking a taxi from the airport is convenient, but expensive (probably between $30 – $55). See some estimated NYC airport to city cab fares.
Shuttle buses are a balance between convenience and cost-savings. There are several different shuttles that operate from the NYC airports. There’s not too much difference between their fares, but be sure to check each of their websites to see if they’re offering any special deals. Some at least give you a discount for booking your reservation online. The main complaint about the shuttles is that they can be very slow at getting you to your destination. It all depends on who else is on the shuttle, where everyone is going, and what the traffic conditions are like.
NYC Airporter. Shuttle buses that leave the airport every 20 – 30 minutes. They have free wifi. They take you to Grand Central Station, the Port Authority Bus Terminal, or Bryant Park. You then have the option of taking one of their complementary shuttles from Bryant Park to a hotel located between 23rd and 63rd street, or taking a cab or other form of transportation to your hotel. **Note** Due to construction in the Grand Central Terminal area, beginning June 1st the NYC Airporter Grand Central bus stop will move to the front of 140 E. 41st Street (between Lexington and 3rd Avenue, in front of Public House New York).
GO Airlink NYC. Door-to-door shared ride van service from the JFK, LaGuardia and Newark airports to Manhattan. They deliver passengers to their destinations starting with the closest first, so it could take a while to get to your hotel, depending on where it is and where the other passengers on the van need to go. The vans hold 11 passengers. They offer a 10% discount if you book online.
The least expensive way to go (and maybe the quickest) is to take public transit. You’ll save money, but you’ll have to make some transfers between buses and trains. This option is probably best if you’re traveling light. Here are details from New York Magazine on how to get to the city from Newark International, JFK and La Guardia. And here’s public transit connection information from MTA.
Here’s a good thread at TripAdvisor where different options for getting to and from JFK are discussed.