You can reach the area of Pylos in different ways.
Most visitors travel by car from Italy via Ferry from Venice, Ancona or Brindisi to Patras in the north of the Peloponnissos. Depending on the port of departure, the cruise takes between 21 and 36 hours.
Example: Return ticket Ancona-Patras-Ancona for 1 person with car and accomodation pullman seats (similar to airplane, so no cabin) would cost around 230 Euro (November 2009).
Ferry tickets you can easily book with ocean24.com.

From Patras you will look at a 200 km drive via Pyrgos, Zacharo, Kiparissia to Pylos. It will take around 4 hourse to get here.

If you prefer to travel by bus from Patras, you will find the bus terminal right across the harbour (marked in yellow in the picture below). You will have to change busses in Kiparissia since the bus from Patras will continue to Kalamata. .

Address of the National Bus Company K.T.E.L

K.T.E.L.
Head Office
2, Andrea Zaimi / Othos Street
26221 Patras (Achaia)
Greece
Tel.: +30 2610 623886-7, 623880
Fax.:+30 2610 270780

Of course you may also fly to Athens and take an overland bus trip to Pylos. For that you will have to get to the bus terminal in Athens which is some kilometers further north. A cab would cost you around 30 to 40 Eruos.
For the bus ticket to Pylos you will look again at a similare fare. You will be traveling via Korinthos, Tripolis and Kalamata to Pylos and at each city there will be half hour stops to strech your legs or get some refreshments at a kiosk. Currently deprtures in Athens are scheduled for 4 p.m.and you will be arriving in Pylos at about 9 p.m.

Although there is an airport in Kalamata, only few airlines serve this one. Alternatively you may fly to Patras the airport of which (Araxos) is some 50 kilometers southeast of the city. From there you could rent a car or take the bus to Pyrgos. If doing so, you will have to change busses to Kalamata there. And again in Kiparissia, as mentioned before.