We took the Circumvesuviana, which is really cheap. But it was desperately crowded, which made supervising our full-size suitcases physically and visually difficult. This is a subway-like commuter train that only has overhead luggage racks suitable for a small briefcase. Even a Samsonite 3" briefcase wouldn't fit in those racks. I don't know how the accordion bands with aggressive hat-passing manage to fit on these trains!
We would have returned to Naples that way, but the Sorrento taxi to our hotel was 15 Euros for about 0.6 miles! That made it any easy decision to have the hotel's local partner provide a 90 Euro black car (air-conditioned Mercedes sedan) back to the Naples rail station for the next leg of our trip. It was charged to our hotel bill.
Even in Sorrento, a city with excellent transportation connections, it is important to plan your departure day carefully before you get there. It's a multi-seat ride wherever you're going. And a morning air departure from FCO is not a trivial transfer from Sorrento. If you are in a bargain hotel on the edge of town, it could be three or more "seats", with public transportation "latency" between each of them. From farther away, say, Positano, it's necessary to sleep in Rome before air departure. (The OP didn't say if they're sleeping in Sorrento.)
We didn't take the ferry from Naples. But our ferries to and from Capri were not exactly sea idylls. Our return ferry had, literally, hundreds of airline-style seats in a big air-conditioned cabin with minimal, sealed, portholes. There was no "sightseeing" upper deck. It was a machine for travel.