Autobahns and major highways are connected to Munich, Zurich and Innsbruck. Austrian and Swiss Autobahns charge toll. Austrian Autobahns allow for buying sticker for only a short period of time, whereas in Switzerland you are stuck buying the whole year regardless of how long you will stay. Don't get caught without one!
By plane
Nearby international Airports include Zurich, Munich and Innsbruck. Other Airports are St.Gallen/Altenrhein in Switzerland direct flights to Vienna and Friedrichshafen (http://www.fly-away.de/) in Germany direct flights from London, Dublin, Spain, Turkey... both located near the Lake of Constance Bodensee.
By train
Major train routes come from Switzerland as well as Tyrol and you either enter Vorarlberg in Feldkirch or in Bregenz. The important train route Munich to Zurich goes right through Vorarlberg. A high number of Eurocity, Intercity and ICE trains go to either Bregenz or Feldkirch.
Vorarlberg is reachable by from important neighboring cities within relatively short time:
From/to Zurich: ~ 1.5h
From/to Innsbruck: ~ 2.5h
From/to Munich: ~2.5h