No other choice than a cab. Theoretically you could take the subway but trust me you do not want to try it , you are in the most crowded area of the subway system and most of the stations were built a long time ago and do not easily accomodate people hauling luggage. It is only about 20 blocks or so from Penn Station to the piers so the cab fare is not an outrage. When you leave Penn Station there is a taxi stand on the west side (8th Avenue) of the station with a dispatcher.
Explorer of the Seas October 2013
Caribbean Princess July 2006, May 2010 & November 2012
Monarch of the Seas November 2008
Crown Princess November 2007
Celebrity Zenith November 2005
Enchantment of the Seas August 2004