From Cannes railway station there are frequent trains to Monaco in the week.  When you get off the train in Monaco head out to the right and did not see the lift that others had mentioned but then walked down the stairs to the town and passed a church on the left is the port and the start of what seemed to be the grand prix !. Follow the road to the right and this will take you to the palace,up some stairs for the breathtaking views and then at the top is the aqaurium, changing of the guards everyday at 11.50 and the little azure "train" which takes you for a ride around the town with headsets in 6 different languages on headphones. Really great. This stops and picks up outside the aquarium. approx 10 euros each. Goes every 30 mins as they have 2 trains that operate. Alternatively head out of the station and go left up the hill to casino square and exclusive shopping, plus the Metroplitan shopping plaza just a small walk from the casino square, has some nice housewares/ pastry/ lauderee and wine shops. Nice to have a stroll around. Be aware thou the platform is very long at Monaco and the train stops in the middle, you can see where it stops on the electronic board on the platform...otherwise you will end up running to get on it.!