I assume cab, but it's pretty far, right? Is there a bus/shuttle that's cheaper? Thanks!

I should note that it's like to be about 5 of us arriving at once, so maybe sharing a cab isn't that pricey?

Cab is the way to go if you have that many people.
I'm not sure if there are rules regarding 5 passengers, but I have been in a van type cab with 5 people in the past.
You might want to call a cab company and check.

The express bus from the airport to downtown is $8.00 one way, or $14 RT (exact change cash only) - nice ride, lets you off in the heart of downtown. You can use those figures to determine if a cab is cheaper.

If you want to explore the bus, go to www.rtd-denver.com and click skyRide on the left. The route you'd want is AF to Market Street Station. Click the W-Bound link on the top right to get to the part of the schedule from the airport to downtown.