Hershey is easiest to reach by car. It sits on US Route 422, about 15 miles east of Harrisburg and 90 miles west of Philadelphia. Harrisburg International Airport (MDT) is the closest airport, about 20 minutes away. Philadelphia International (PHL) is the main hub for international arrivals.
Amtrak serves Harrisburg on the Keystone Service and Pennsylvanian lines from Philadelphia (90 minutes). From Harrisburg, local buses run to Hershey, though a car is much more practical once you're there. The town itself is entirely walkable between the main attractions.