By Air
Koh Samui Airport has regular flights from Bangkok, Chiang Mai and Phuket and then it's a short boat crossing to Koh Tao.

By Train
The southern rail link, departing from Hualumpong Station in Bangkok:

Bangkok
Nakhon Pathom
Ratchaburi
Petchaburi
Hua Hin
Prachuap Kiri Khan
Chumphon (for Koh Tao)
Surat Thani (for Koh Samui, Koh Phangan, Krabi, Phuket)

Joint Train/Bus/Boat Tickets

By Bus
All government southern bus routes depart from the Southern Bus Terminal ("Sai Dai Mai") in Bangkok and have direct routes to Chumphon.