What is the best way to get from SFO to downtown? I've looked into the cab ($40), and the hotel shuttle ($14 each way), but is there any cheaper public transportation? It looks like BART doesn't run to the airport? THanks.

There is a shuttle to the bart station in Colma, but time is money!

Shuttle vs. cab? If you're saving money, take the shuttle (be sure to leave early enough). Otherwise, take the cab.
I know that you can take BART from downtown SF to Oakland Airport.

I just did this trip recently - very easy. Take the BX shuttle from airport - costs $1.10 (need exact change) to Colma BART station. It runs every 15 minutes and takes 15 minutes to reach Colma. Then get BART to downtown SF. I believe it was another $3.25 for train. Total elapsed time was about an hour for me.

Pete,

Another option instead of BART would be to take Caltrain into downtown San Francisco. The free Caltrain-SFO shuttle departs SFO for the Millbrae Caltrein Station every 20 minutes until 10 PM every day including holidays. It starts at 5 AM during the week, 7 AM Saturdays, and 8 AM on Sundays/Holidays. The shuttle stops at the South terminal (terminal 1), Central (terminal 2), North terminal (terminal 3), and the International terminal.

David, I think BART is preferable just because it lands you on Market closer to the hotels downtown. With Caltrain you still need to take Muni or a cab from the train station. BART runs more frequently and travels more quickly, as well.

When are they going to run BART all the way to the airport from SF?

SamTrans buses run often with 2 or 3 stops at the SFO and several stops along Mission street. If you don't have much luggage you can catch express bus. Check their website - schedule and luggage requirement on expresses. Mission street is just 1 block off Market with BART stations.