If you arrive with your own car make sure you find a parking lot (usually the local touts will lead you to one. However, if you do not feel comfortable with the situation you still can research a parking lot in advance as some of them have websites on the Internet.
There are many local city buses available, typically charging 2500 Gs. It is common and advisable to sit down without paying due to the number of people boarding and disembarking as well as the fast pace of traffic. The driver's assistant will come by eventually to collect your payment and make change.
Taxis are available, but are unmetered. Always agree on a price before getting inside. If possible, contact your hotel in advance to find out what the normal fares should be 20000-30000 Gs from the bus station to Hotel Austria or Hotel Munich for example. Taxi drivers commonly attempt to overcharge foreigners either by quoting an unreasonable fare up front, or claiming they had quoted a higher fare at the end of the trip. Paying with exact change or close to it will provide leverage in case the driver attempts to increase the fare at the end of the trip.
For the adventurous, motorcycles taxis are common and a fast way to move through the heavy traffic near the Puente de la Amistad bridge. Drivers are generally easy to spot due to their reflective shirts and should provide you with a helmet.