I know that this topic has been covered many times, but could someone do me a favor and 'walk' me through taking the Airtrain from the airport into New York Penn Station (I can catch a cab from there to my hotel). Do you have to change trains or does the one that you get at the airport go direct? I'm thinking of either doing that or taking a shared shuttle - does anyone recommend Airlink NYC? I have seen bad reviews on SuperShuttle. Thank you for the assistance.