For the out-of-towners: 

Coming in by air: 
The easiest and most affordable way to get to Santa Fe is to fly into the Albuquerque Sunport.  The airport code is ABQ and the airport is serviced by most of the major airlines.  Cheapest fares are generally found on Southwest Airlines (http://www.southwest.com).  Download their DING software to your computer & sign up for their e-mails for fare specials.

For other airlines, I’ve found the best search site to be Kayak (http://www.kayak.com).  I’ve also had good luck with American Airline’s Deal Finder (you download a program to your computer & put in the dates you want to travel & the max price you’re willing to pay & it will alert you if it finds a fare that meets your criteria). 

Transportation in New Mexico:
By Car:  Rental Cars are available at the ABQ Sunport through the major agencies.  Again, I like Kayak (http://www.kayak.com) as a search engine, but there are plenty of other search engines out there (Expedia, Travelocity, Obitz, etc).   
By Train:  The New Mexico Railrunner commuter train is scheduled to open a route between Albuquerque and Santa Fe in December.  Once we get more details we will post them on this page.  This option would be attractive to those of you staying on the Plaza - if you are staying anywhere else you’ll need a car in Santa Fe.  http://www.nmrailrunner.com/
By Airport Shuttle Van/Bus:  If you are staying at a hotel within walking distance to the plaza, an airport shuttle van/bus may be a reasonable option to get from the ABQ airport to Santa Fe.  These services cost approximately $45-50 per person for a round trip (Here is one service, though many others may be avail, www.sandiashuttle.com/index.html).