If you're landing at Charles De Gaulle, just get a train / the Metro to Disneyland Paris. The Cheyenne's onsite, so it's at most a ten minute walk through a pedestrianised area around a pretty lake from the train station.
You should be able to get the RER from CDG to Disneyland Paris, which has its own dedicated train station: Marne-la-Vallée - Chessy. You can get a TGV instead, which only takes ten minutes, but is naturally more expensive.
Getting a taxi or shuttlebus is silly expensive. I'd avoid it if possible.
Arriving at Marne-la-Vallée - Chessy, signs will point the way out to the main concourse. Turn right (toward the big Planet Hollywood and "Disney Village") for the hotels. You'll approach a lake. Go left rather than right, so that the lake remains on your right. You'll pass the Hotel New York on your left. Continue on, and you'll find the Hotel Cheyenne is signposted. It's a nice quiet walk which can seem like you might be heading out into nowhere, but fear not. Just stick with the signs and you can't miss it.
The Wild West show is fun if you have kids, a bit cheesy if you don't. The food they serve along with it is perfectly sufficient for an evening meal, but quite fatty. Alas avoiding fatty foods in Disneyland is a little tricky.
To save some cash when it comes to drinks in the park, I believe they do the usual "Buy this huge plastic coke bottle and get free refils", which isn't so bad when you can take it back to the hotel and wash it out each evening. You just take it in with you the next morning and ask for a "refill"

I can't swear to this, as the last time I went was about three years ago.
For a decent meal at a good price, I can't reccommend Annette's Diner enough. You can't miss it - it's at the start of Disney Village, and has a massive statue of a 1950's-style American waitress on rollerskates over the doors. It's a fun place to take kids, too. Sometimes they rollerskate around, others they don't, so I imagine it's down to waiter preference / ability.
All the restaurants in the Village are owned by the park, so don't expect earth-shattering food even from the ones which look a little fancier. My other half and I were extremely disappointed by the very expensive Steakhouse, a the meat was average, cooked fairly poorly, and horrendously overpriced. But the cheaper eateries are pretty tolerable.
Are you going mid-week, or a weekend? Mid-week is fantastic, as at the weekends a lot of Parisians nip out to Disneyland for a day and it gets quite crowded even in the depths of winter. I also reccommend doing the park in a counter-clockwise circuit rather than clockwise - oddly the majority of people entering theme parks turn left, and traverse the park clockwise. By going the other way you get to go on Space Mountain lots of times with about ten minutes' queueing
Ah, yes. Space Mountain. When you get on it, press your head firmly back against the headrest, and hold it there until gravity holds it there for you. This ride is fantastic, but it throws you around like a kid with a toy aeroplane, so unless you want a headache after your head's been smashed back against the headrest every couple of seconds for two minutes, prepare in advance

If you don't, you get thrown around a lot and your head tends to bounce off the headrest, making it hard to get your head back once the car's in motion.
Because everything on-site is Disney-owned or conforms to Disney lease agreements, everything is a set price. You can't find anything cheaper by trying a different shop. The majority of shops along Main Avenue carry the same stock, so it's easy to get shopped out if you do it all in one mad rush.
There's a lovely glass shop in Cinderella's Castle. They blow much of it on-site. It's worth a look around if nothing else, as sometimes you can catch them in the act
I can't think of anything else, other than to say have a great time! And I'll be fascinated to hear whether Buzz Lightyear's Pizza Palace is open (it's always, ALWAYS closed whenever I've been LOL).