Quick & painless. Regular shuttle service. Free water/newspaper. Friendly enough drivers. Clean/covered parking (except for dust storms but that's not their fault). Corp discounts. Online coupons which make it less than $10/day for covered parking. Can't go wrong with this option.
On the funnier side of things, there was a really old guy driving my fiance and I from the lot to the port one time, and as Sky Harbor likes to constantly be under construction there were tons of traffic cones that this guy had to maneuver. Maybe he misunderstood the objective of the cones, but if he thought he was getting extra points for each cone run over this guy would have beaten the game!! Provided lots of laughs for us the entire trip and nobody was harmed in the process.
PS - just pay attention because there is "The Parking Spot" and "The Parking Spot 2" which are different locations. Don't just hop on a shuttle because it's got spots and you're jet lagged. Focus people, focus!!