Actually we have always done much the same, either taxi both ways or at least always a taxi back to the airport for the same reasons as yourself.
PS - there are always taxis stationed just outside of the Desire entrance so you don;t have to wait for more than a minute or two before you are on the way to the airport
Some Cancun Airport to Desire Transfer companies that I know reliable are:
TransBeach - the "official" (whatever that means) Desire designated company - many good reports from Desire customers
CancunValet
http://www.cancunvalet.com/?p=p_2&sName=airport-transfers Great service and can provide local cell phone rentals as well
and
USA Transfers(Entertainment Plus)
<img src="http://www.entertainment-plus.net/images/Airport/USAlogo_small.jpg" border="0">Who I know has the best overall one way price - ps - we used them one way from the airport to Desire last May with success and arrived at Desire less than 20 min from exiting the terminal