Trains to and from Florence and Pisa are available (often a change at Empoli may be required). There are trains also to and from Rome (with a train change at Chiusi). 

The train station in Siena is off-centre at the bottom of a hill, so it is wise to take a bus or taxi to get into the city. Anyway, walking is not impossible: take the escalator leaving from the shopping mall "Porta di Siena" (in front of the station) and you'll come at few blocks from Porta Camollia, the northern gate to the historical city.

Note: the PAM supermarket inside the shopping mall Porta di Siena is probably one of the best in town for price and selection.

The bus is arguably the easiest way to get to Siena. There are connections with Florence, Arezzo and Grosseto (,  Rome, Bologna, and Milan (, Pisa airport (, and other cities.  The main bus stop in Siena is right next to the historic center.  

To get to Siena from the North by car, take the superstrada from Florence to Siena. If you are coming from Rome in the South, take the A1 autostrada Roma-Firenze and exit at Valdichiana. Follow signs for Siena and continue for about another 25mi (40km) on a dual carriageway road. Be warned, however, that automobiles are strictly forbidden in old Siena, the most scenic part of the city, and you may have to leave your car either at the hotel or in one of the numerous parking lots outside the city walls.

Be advised tat even the best GPS systems can send you into forbidden parts of the city, so be careful!