By car is how nearly everyone arrives. Valdosta sits directly on I-75, which is the main corridor between Atlanta (3 hours north) and the Florida cities — Jacksonville is about 1.5 hours south, and Orlando is around 3.5 hours. Exit 18 puts you in the heart of the I-75 commercial strip; the downtown is a few minutes east of the highway.
By air, Valdosta Regional Airport (VLD) handles a small number of daily flights, primarily connecting to Atlanta's Hartsfield-Jackson on Delta. For anything beyond Atlanta connections, it's almost always cheaper and faster to drive to Jacksonville or Tallahassee and fly from there. Rental cars are available at VLD but options are limited, and advance booking is advisable.
By train is indirect. Amtrak's Silver Service (Silver Star and Silver Meteor) — which runs along the East Coast between New York and Miami — stops at Jesup, Georgia, about 90 miles east of Valdosta. Jesup is a flag stop with minimal facilities; you would need a rental car or a pickup to cover the remaining distance. Not a practical option for most travelers, but it exists.
By bus, Greyhound serves Valdosta with connections to Atlanta, Jacksonville, and Tallahassee.