The method of travel to and from your host destination will obviously depend on where you are travelling from. You may wish to take a train or coach if the distance is relatively small, though the majority of students prefer to fly out, especially at the beginning of the year, because it is easier.
The Swiss national railway is the CFF. Like many other things in Switzerland, train tickets are fairly expensive. However, investing in a demi-tariff (50% discount card), which is valid for 12 months, and also for use on trams, some cable cars and ferries, will help you save some money while exploring the delights of the country. See the CFF website for more information.
