Air: London is one of the most well connected cities in the world, with its Heathrow Airport being one of the busiest. From Heathrow, you can take the bus, the Underground (Piccadilly line) and also the Heathrow Express, which terminates at Paddington Station.
The Gatwick Express runs between Gatwick Airport and Victoria Station and takes 30 minutes or you can also take Airbus No. 5 to Victoria Coach Station. Consider a cab only if you have serious money.
Rail: London is well connected from the rest of England by trains with its ten mainline railway stations. For cheaper tickets, book as early as possible because rates tend to shoot sky-high if booked at the last minute. If you are travelling from Europe, the railway companies of Britain, France and Belgium operate a high-speed passenger service, Eurostar, between London (Waterloo Station), Paris, Lille and Brussels.
Road: Bus journeys are cheaper, if not more comfortable. National Express is your best bet with services running from all over the UK, comfortable coaches and great discounts. Check www.nationalexpress.co.uk for offers. If you are willing to sacrifice a bit on the comfort (read: the seats would not be as cushy) try Mega Bus, a no-frills service that offers the cheapest bus tickets to London from major cities across the UK.
Sea: France is only 29 km away from England at the narrowest strait. A wide array of ferries operate between England and Europe. If booked early, it can be a cheaper, and authentic, experience.