Personally, I prefer bajaj (the 3-wheel taxis) for short journeys. Quite simply because I can usually walk and get there faster than a 4-wheel taxi, and because a bajaj can squeeze past at least some of the traffic it's my personal choice.
Ojek? Maybe one day I'll be desperate to get somewhere even faster!
For a longer journey, a taxi.
What do you do? Do you use a driver? How does it compare to taxis? Buses?