Air

Minneapolis-St Paul Airport (MSP) is serviced by every major airline in the US.  (Get your airport status here!)  Travelocity, Kayak, and Bing (Formerly Farecast) are all great tools to help you find a flight.  The airport is serviced by numerous rental car companies and taxis.  You can also fetch the Light Rail into town, but it won’t take you to St Paul (yet) for the Riverboat nor Show — however, it will get you to Downtown Minneapolis or the Mall of America.

Land

The Megabus runs to Minneapolis from Milwaukee, Chicago, and Madison.  Otherwise, Greyhound is an option.  For those who want some comfort, there’s also Amtrak.  The train station is located between Minneapolis and St Paul, so you’ll need to pick up a cab or call a friend.

Sea

Surface the Nautilus in Lake Calhoun and fly off in your hovercraft. As we all know, Lake Calhoun is connected to the subsurface marine transit system (SMTS).  It’s easy in spring as the ice is out by May 1 and there’s a dock present if you prefer to leave the hovercraft aboard ship.