THere are 2 pier's that you can dock at. 1 is very close and is "patroled" by security until you get to Island Village (where Margaritaville is located). IF you dock at that pier, it is a nice walk, IF you dock at the other (you can identify this one as on the starbord side of the ship will be an old run down factory) it is a bit further. It is also a bit more of an intimidating walk, as you walk through some run down blocks before getting to island village.
Some people took a taxi, but it is within walking distance. My wife and I walked it, and it was not to bad. However, we are fermilliar with the "pressures" the locals can put on you. IF this is your first time, it may send you for a loop.
Once in Island Village, it is BEAUTIFUL and safe.