If you don't want to walk a long way, it's easy to take the metro to the Vatican. The station closest to St. Peter's Square is "Ottaviano". It's also cheap to take the metro, but watch out for pickpockets.
We went by metro to Vatican, you have to take metro line A and leaving on Ottaviano metro stop.
If you go to Vatican Museum you have to get off on Cipro metro stop and follow the signs.
Fuimos en metro, tienes que coger la linea A y bajarte en la parada de Ottaviano.
Si vas a los museos vaticanos la parada de metro para bajarte es Cipro.
Here's a good trivia question :
What has the Vatican city got 862 meters of that Afganistan and Malta have none of ?
Answer : Railway line.
This knowledge will make you an anorak, but you will still need to use the Metro (Ottaviano on Line A) to get to the Vatican and walk, as the railway station is only used for supplies to the papal state.
During my four days in Roma, I stayed in the Scott House Hotel (Via Gioberti), which is located very near the Termini Station.
So almost all my journeys in Roma started in this Termini Station. It was only a few minutes by foot.
In this termini station you can also use the Subway, just take the steps to the lower level and follow the red / blue signs.
Take the Metro Linea A and get off at the Ottaviano station. I could never figure out how their bus system works, but that's another option. Then of course there are the taxis (shudder), driven by maniacal Roman cabbies (some of whom, on the other hand, could pass off as male models!).