The most convenient way is by car. If you're using public transit, check out the trip planner on (http://www.511.org).
It is also easy to get around by bike or by walking. Lots of good destinations. There are two downtown shopping areas: the primary downtown is between 2nd and 5th streets, bordered by El Camino Real and the train tracks. The big, new San Mateo Public Library is also downtown. The "other" downtown is south about 15 blocks, at 25th ave on the West side of El Camino Real. Continuing south on El Camino Real is the Hillsdale Mall.