Deciding when to spend extra for a taxi instead of public transport late at night

After a late arrival I sometimes have a choice between an inexpensive public-transport route with transfers and a taxi that costs much more. In daylight I wouldn't think twice about the train. When I'm exhausted, carrying luggage and unfamiliar with the area, the calculation changes. Do you build a small ‘convenience and safety’ transport allowance into your trip budget so the decision doesn't feel like a failure to travel cheaply?