The ferry is the best and most romantic way to get over to Asia. To go there late at night (or to get back) I find the most useful method of travel are the Dolmus minibusses. These can be found near the ferry in Kadikoy, in Taksim Square, in Besiktas, and near many other landmarks. They charge a flat fee (5tl from Kadikoy to Taksim) and leave only when they are full, hence the name. (dolmus is turkish for stuffed)