Most people arrive in Andalucia by air. Check out the international airports at Almeria, Granada, Malaga and Seville in Andalucia and Gibraltar.
Good, fast roads connect the major cities and towns of Andalucia. There an excellent coach service that connects to cities throughout Spain and Europe and the provinces all operate bus routes to connect to smaller towns and villages
For the more romantic, go by train. The AVE high speed train will whisk you from Malaga to Madrid at over 250 kph whilst the much more sedate, Alceciras to Ronda line, locally known as Mr Hendersons Railway, will leisurely take you through canyons and gorges as it has since it was built by the British in the late 19th century. It is possible to travel from Ho Chi Minh City in Vietnam to Algeciras without leaving a station - the longest rail journey in the world