BUS: The bus ride from Istanbul, passing Ankara (costing only 18 Turkish lira) is scenic enough but is easily overshadowed by the first visual site of the Cappadocia terrain; mountain side structures turned into huts. Tour are easily available but for more financially-savvy travelers, bus tickets are easily obtainable at a low cost. Night buses are available to help you sleep most of the way. The bus ride can range from 8-10 hours depending on the shuttle itself.
PLANE: You can fly directly into NAV. Tickets will be more expensive if purchased outside of Turkey so I recommend flying into Istanbul and buying your domestic ticket there. This is an hour flight with an additional 44 minute drive into Cappadocia by car.