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The most common thing that travelers will do is fly directly into Mombasa. However, it is possible to fly into Malindi, though the airport is considerably smaller and offers less flights per day. You can also charter a private flight for a lot more money straight into Malindi. If you fly into Mombasa, you can take the coastal highway all the way along the coast into Malindi. Since the roads are well paved and frequently traveled by buses and cars, it is an easy ride to take. In Kenya, you can either choose to rent a car yourself or hire a car to take you around. It's nice to have a guided car take you around so you don't have to worry about directions or driving with the locals, but you can also drive around the country very easily on your own. This is a very popular option for many travelers because you can then take many trips along the countryside by yourself. Buses run from Mombasa to Malindi quite frequently, so if you don't want to get a car you will have no problem getting there. If you are staying at a large hotel or resort you can often arrange a pick up with a shuttle service. If you want to pay a taxi a good amount of money you could even take one from Mombasa to Malindi.