The most sensible way to go between KIX and central Kobe city (i.e., Sannomiya station) is definitely by direct bus, unless of course you have a rail pass which makes trains "free", but even then you might still want to take the bus for convenience.
To go from Sannomiya to KIX by ferry involves at least two transfers: first you take the Port Liner to UKB, then possibly a shuttle bus to the ferry terminal (though you can also walk), then the ferry to KIX, and then another shuttle bus to the airport terminal (no walking).
Taking a taxi from Sannomiya to the ferry terminal at UKB sounds like a waste of money to me, as it is already much more expensive than the bus to KIX.