We rented a car and drove, a nice experience. However, the way is poorly marked, You would think that for a major world renowned archaeological site would have signs for people driving from Athens, some of the turns were tricky. Since Greece covers so much water, the land areas on maps of Greece are very small, and don't give much detail. I had several maps, including an expensive Michelin (not worth it as it didn't show the intersections clearly), but the best one was the one the rental car company (Hertz) gave us. BTW, we rented at the airport through Priceline.com for less than 20 euros a day for the week - way cheaper than bus tours! If its not your first trip to Greece this is the way to go. Just remember that the shoulder of the road is used for driving, so use it for safety!
If you're unsure of the way out in the country, its hard to find someone to ask for help, but going through towns people are quite helpful, and the interaction is always fun.
The Delphi site is beautiful, but the best way to see it is staying overnight so you're not pressed for time. Museum is nice, not too big and overwhelming, gives you a nice feel for the things found at the site.
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