Depending on where you travel will depend on the best way to get there.
Air is the best way to get to far away destinations.
The closest airport is in Indianapolis. But if you have a car or if someone is willing to drive you, sometimes you can get a better deal from Cincinnati, Louisville or Chicago. There are many airlines to choose from. Before purchasing a ticket, be sure you know all the change and cancellation penalties. Many tickets are non-refundable, charge high change fees and you can't transfer the ticket into someone else's name.