By Train (From Greece)
Night trains leave from Athens and arrive to Blagoevgrad in the morning, via Thessaloniki. You can catch the train at Thessaloniki or any other station. The round trip ticket from Athens costs ~40€ Christmas 2008, plus ~10€ for a bed in a 6-bed room for each trip. 60€ for the round trip with a bed in both trips. You should book tickets and beds in advance, especially during holiday seasons.From Blagoevgrad there is frequent bus service every 30-60 minutes to Bansko, the ticket costs 3-4 Leva. The bus station is very close to the train station, around 5 minutes on foot. From Bansko bus station you can call a taxi to your hotel, ask at the ticket office. You should agree on the price when you get in to avoid surprises 10-15 Leva should be enough.Some hotels may suggest a bus ride from Blagoevgrad to Bansko, at a much higher price though.
By plane
Currently 2 main airports serve Bansko, Sofia around 160 km away and Plovdiv around 180 km away. A proposal for Bansko's own airport is currently well advanced, but no construction has yet started.