By bus
Eurolines (http://www.eurolines.fr/S...) has many connections all over Europe. From Marseille there are at least direct connections to Barcelona, Prague and Tangier. The bus station is next to the main train station, the St. Charles Station at Rue Honnorat. You get access through Platform N in the train station. There is also a temporary office at Platform N.
There is also an Eurolines office on the 3 Allée Léon Gambetta; If you walk down the big stairs on the southside of the station, follow the road until you come to a squarelike intersection. The office is on your left hand.
By ship
Marseille has a big harbour. There are direct ferry routes from Marseille to Ajaccio, Bastia, Porto Torres, Porto Vecchio and Propriano. There are several piers at the harbour, so it is advisable to check well in advance from which pier you are departing.
By train
The main train station is Marseille St. Charles. It is well-linked to the rest of the city, as the two subway lines and many buses stop there. It is a short walk away from the Canebière and the Old Port. Beware that the station is located on a small hill : if you decide to go the station by foot, you will have to climb a series of steps that could prove very unappealing, especially if you carry heavy pieces of luggage.
Marseille has TGV lines to Paris 3 hours and Lyon 1 hour 45, Nice 2 hours and to Brussels 5 hours.
From Barcelona, there is a connection to Cerbère, from which there are regular trains to Marseille; also a night train.
By car
Marseille is very well connected to most French cities through numerous highways. As always in France those highways are expensive but practical, comfortable and fast. Marseille is around 8 hours from Paris by car, 2 hours from Nice, 1h30 from Montpellier, 4 hours from Toulouse and 3 hours from Lyon. However, be aware that driving in the city centre is a nightmare - park your car somewhere safe and stick to public transport when ever you can.