When I was researching for this trip, I read about OK Express that it was a good service. They do door to door so they pick you up from your hotel in Mandalay and drop you off at your hotel in Bagan or vice versa. If I had known this, I could have traveled at night without any worries. Anyway, it costs 9000 kiats or $9. They have maybe 3 trips a day. I took the earliest one at 8am.