Santa Fe, being the capitol of the Land of Enchantment (aka New Mexico) is easy to get to whether you are driving, flying and even by train.
Here are the basics:
If you are coming by car from the north, you will likely be travelling on Interstate 25 or Highways 68 (via Taos and Alamosa) or 285 (via Chama and Alamosa). It is about a six hour drive from the Denver area. If you are arriving from the west, then I-40 (and old Route 66) will take you to I-25 at the “Big I” one of only two interstate interchanges in New Mexico. The same can be said if you are travelling from the east, via I-40. It is just an hour north once you traverse the “Big I.”
If you happen to be flying, then you have two options (unless you own a corporate jet of course): You can fly into Santa Fe (SAF) directly from Denver (United), and Dallas or Phoenix (American). If you book far enough in advance, then you often can get a fare that is comparable to flying into Albuquerque. The Santa Fe airport has rental cars and ride share companies serve the airport. Albuquerque (ABQ) is served by American, Delta, Southwest, and United as the major carriers. All of the major rental car companies are a short shuttle ride from the terminal. You can also take a shuttle from the airport to the Rail Runner station in downtown Albuquerque and catch the train to Santa Fe at certain hours.
If you want to ride the rails into (or close to) Santa Fe then you can arrive on Amtrak’s Southwest Chief which links Los Angeles and Chicago daily and will take you pretty close into Lamy where there is a shuttle into Santa Fe. If you are hard core rail-only, then get off in Albuquerque and get on the New Mexico Rail Runner which will take you into downtown Santa Fe. There is a free shuttle that operates from the Santa Fe Rail Yard station to the downtown hotels.