By train: there are main line railway stations at Chippenham, Pewsey Swindon and Westbury.
By bus: there is an excellent bus connection to Swindon and Trowbridge, and good connections to many other towns and villages.
By car: From Bristol via the M4 - leave the M4 at Junction 16 and take the A3102 and then A342 to Devizes via Calne. From London, leave the M4 at Junction 15; take the A346 to Marlborough, then the A4 and the A361 to Devizes.
From the south east - follow the M3 to Junction 8 and take the A303 and A342 via Ludgershall.
From the south - follow the A350 to Semington and then the A361 to Devizes.
For those of you who are interested Google Maps now has Street Level photos of Devizes.
These were taken, we believe, in early July 2009 (possibly the second week) on a Tuesday, Wednesday & Thursday (Market Day). It doesn't cover the whole town but the main parts.