It's about 35-40 minutes by car from Manhattan (even less from Brooklyn or Queens), or around an hour by subway (Beach 67 on the A Train) or ferry, both scenic routes right into the Rockaways.
Coming from Philly or NJ, hop a train or bus into the city (Amtrak, NJ Transit, or a bus line all work) and connect straight to the A train out to the beach. Most guests make it here car-free.
Flying in? You're 15 minutes from JFK and 30 from LaGuardia.