As one of Sweden's main ferry terminals it is easy to reach. For 200 years, this was our main connection to mainland Europe through the ferry to Stralsund in Germany. Today, most ferries from Germany arrive in neighbouring Trelleborg but it's not far in between the two. In Ystad you instead find Unity Line and Polferries to Poland (as well as the freight line to Swinouscje) and the ferry and catamaran to the Danish island of Bornholm. As Bornholm is closer to Sweden than to Denmark, Danish trains run to Ystad straight from Copenhagen to match departures (there are ferries Copenhagen-Bornholm but they take much longer so most Danes prefer this way).
I found the prices and service provided by Hyrbilen, Komtab Biluthyrning, Malmovagen 9, Ystad to be excellent. Half the price Hertz were charging and they drove us back to train station after the car hire period! Telephone 0411-175 00.
Trains leave frequently from Malmö and Simrishamn for Ystad. There are also direct trains from Copenhagen to match the Bornholm ferries.