By plane
Newquay airport NQY is the main airport for Cornwall which has the following services:
Air Southwest - Bristol, Cork, Dublin, Glasgow-International, Grenoble winter only, Leeds/Bradford, London-Gatwick, London-City, Manchester, Newcastle
bmibaby - Manchester
Flybe - Belfast-City, Birmingham, Edinburgh, Isle of Man seasonal
Isles of Scilly Skybus - St. Mary's Isles of Scilly, Cardiff, St. Brieuc
Lufthansa - Düsseldorf weekly, summer only
Ryanair - London-Stansted, Alicante, Girona
There is also Penzance Airport, which operates a helipad in addition to plane flights.
By bus
Cornwall is served well by National Express coach services from London Victoria coach station 9 hours, 3 daily and other parts of the UK Edinburgh - Glasgow - Penzance, 18 hours, 1 daily.
Megabus (http://uk.megabus.com) also run a daily service 8 hours from London Victoria through to Penzance stopping off at a few major towns in Cornwall. With ticket prices from £1 this is a very cheap option, the coaches are relatively comfortable, but expect them to be pretty much full.
By train
Regular trains run on the main line from London Paddington 12 daily to Plymouth, 3 hours, 8 daily all the way through Cornwall to Penzance, 5 hours Bristol, Birmingham etc. to Plymouth, Truro and Penzance. There are also a few branch lines, the most useful linking St Ives to the main line at St Erth, from Truro to Falmouth via Perranwell and Penryn, and from Newquay to Par. There is also an overnight sleeper train which runs Sun-Fri nights to/from London Paddington and Penzance.
Train from London take about 3 hr 20 min to Plymouth, and 5 hr 30 min to Penzance.
By car
Cornwall can be accessed by road via the A30 which starts at the end of the M5 at Exeter. Cornwall can also be accessed from the A38, crossing the Tamar River at Plymouth via the Tamar Bridge. From London it's a 5-6 hour drive. On Saturdays in July & August and Easter bank holiday weekend roads can be busy, although a new 7-mile stretch of dual-carriageway at Goss Moor near Bodmin has helped to alleviate many of the long tail backs.