By bus
Several buses operated by Soya Bus (http://www.soyabus.co.jp) run between Wakkanai and Sapporo daily: the journey takes around 6 hours and costs ¥6000, advance ticket purchase or reservation is at least in theory necessary, call +81 011 241-0241 Sapporo or +81 0162 22-3114 Wakkanai to make your reservation. One of the departures is a red-eye service, which might be a useful way to save some money if you're one of those who can sleep anywhere. There is also a single daily round trip to Asahikawa. Keep in mind that while this is a cheap and convenient option in summer, during the winter suspension or delays are commonplace, and snowstorms frequently close the highway altogether.
By plane
Wakkanai's tiny airport IATA: WKJ, ICAO: RJCW, (http://www16.ocn.ne.jp/~wk.air/), 10 km 6 mi southeast of the city, fields regular flights to Sapporo and Tokyo Haneda, with additional summer-only services to Nagoya and Kansai. All flights to the airport are operated by ANA - All Nippon Airways (http://www.ana.co.jp). The airport is 20 minutes away from Wakkanai station by bus.
By train
The JR Soya Honsen line connects Wakkanai to Asahikawa. There are two stations within the city limits, Wakkanai itself station code W80 as well as Minami-Wakkanai W79 to the south.
Three daily Super Soya and Sarobetsu Limited Express trains make direct runs from Sapporo in 5-6 hours, at a hefty price ~¥10,000. There is no charge to use this train with the Japan Rail Pass.