By car Interstate 90 is usually the way people enter Sheridan. Sheridan County airport offers numerous daily flights to Denver and back via Great Lakes Express a United Airline and Frontier partner.
Sheridan recently purchased two trolly cars that make the shopping and city park loop.
There is limited taxi service and maybe two rental car companies. If flying into Sheridan it's wise to rent a car.
The interstate runs right through Sheridan. You can't miss Sheridan. There are three exits. The college exit, the 5th street exit, and the Port of Entry. So whichever way you are coming in from, you have three chances to get to downtown Sheridan.
If you are hungry and just want to stop in long enough to get something to eat, I recommend College Exit. As soon as you get down to the exit head toward the road that takes you toward town. Take a right on to Coffeen Ave. and you will then have your pick of restaurants. If you want to stay here for awhile, College exit is also the place to get off at. This is where all of the motels, inns, and hotels are at. There is also the Evergreen Inn. It is located at the second exit, coming from either direction. It is called the 5th street exit. As soon as you get off the exit, you will find it on your left as you go down the hill. To get to downtown I would recommend getting off the second exit (5th street exit) and then at the end of the road, turn left onto North Main St. As soon as you cross small bridge that is like a hill(Hardees on right), start looking for a place to park. You will see the downtown district immediately after you pass Hardees.