Drive from Munich, head south on the A8 and A12 Autobahn routes direct to Innsbruck. The town is a mass of one way streets. There's a long term car park under the train station but its not cheap.
Fly to Innsbruck direct or its 90 mins from Munich and Salzburg airports. The airport is located in Kranebitten about 20km outside Innsbruck but there's regular bus services to the centre.
Main coach station is located with the train station. Most ski buses are also located here, and are free if you've got a lift pass or look the part.
The nearest train station is in the centre of the city, its recently been renovated and has plenty of services inside.