Without a doubt, the train is the way to go. You can take the Garden State Parkway to the NJ Turnpike and drive in, but the problem then becomes parking. It can be hard to find a spot, many of the streets are metered (1 hour parking max), and the garages are expensive. Takes about 50 min to drive in.
NJ Transit is fast, reliable and relaxing. It takes longer (about and hour, 20 min) but you don't have the hassle of parking