Driving From Newark Airport or points north
on the Garden State Parkway or NJ Turnpike

This route has tolls. An EZ-Pass or I-Pass will save you money and time.

Get directions from Newark Airport

Driving from Philadelphia

This route has tolls. An EZ-Pass or I-Pass will save you money and time.

Get directions from Philly

Trains From Newark Airport and NYC

The North Jersey Coast Line travels between Penn Station, NYC,, Newark Airport, and Asbury Park. See schedules here:
NJ Transit North Jersey Coast Line Note: for summer, 2014, the monorail connecting Newark Airport to the Newark Train station is undergoing maintenance. Shuttle busses are provided as substitutes, but allow yourself a little extra time.

Bus from New York City

The Academy Line runs a bus between the Port Authority Bus terminal in New York City and downtown Ocean Grove:
Academy Line Shore Bus Schedule

Bus from Philadelphia

NJ Transit operates several busses daily from downtown Philadelphia's Greyhound terminal to Asbury Park. Here is a schedule.

Other airports

You can fly into JFK and LaGuardia in NYC and rent a car, Please get directions on your own! I've driven this but am not really able to give you directions. Better than a car is to take a shuttle bus from these airports to Penn Station, then the train to Asbury Park as described above.
Atlantic City and Washington DC are also driveable within 2-4 hrs depending on traffic.

Ferries between NYC & Connors Highlands

This is the most pleasant way to visit NYC from Ocean Grove on a nice day. The Seastreak runs from Connors Highlands to either Wall Street or midtown (35th St.) on the East River. You'll pass the Statue of Liberty and see the wonderful Manhattan skyline. There is a large parking lot at the dock, but if you are staying overnight, you must arrange for valet parking because the lot limits parking to 24 hrs. Look at the routes and schedules here:
http://www.seastreak.com/ It's about a 40 minute drive from Connors Highlands to Ocean Grove depending on traffic.