Daily or almost daily fast boats and steamship ferries connect Sifnos with Piraeus during high season (the ride takes about five hours by steamship, about half that by fast catamaran). On summer weekends and holidays some of the fast boats can sell out, so if you're going at these times you may want to buy a ticket in advance. In summer there are buses every hour or two from Kamares to most other points on the island. There are usually also taxis waiting when ferries arrive, but sometimes these can fill up. Some hotels offer transfers from the port at rates that can be anything from free to more than a taxi; if interested, ask your hotel when you reserve.
All ferry and high speed companies : schedules, connections, availability and prices, between Sifnos, other Greek islands & Piraeus port (Athens) is here
Sifnos does not have an airport of its own. If you want to travel by plane, go to nearby Milos and take the ferry to Sifnos from there