The easiest way is to fly to Athens and take the Ferry from Piraeus, roughly 2x/day at 07:30, 16:00 ish. There are more interesting routes from Santorini or Mykonos airports via various other islands.

There are rooms for rent/hotels at places all over the island e.g. Kamares(port), Vathy, Plati Yialos, Faros, Kastro, and also in the main village of Apollonia/Artemona roughly in the centre of the island.

Check out Matt Barratt's website http://www.greecetravel.com for info on Sifnos (his favouriate island).