You can rent a car from operators in Kuala Lumpur and pay a deposit besides the daily rates. From Kuala Lumpur, just follow the signboards on the North-South Highway towards Seremban and then Malacca to get there.
The train does not stop at Malacca City as it does not have a station; the nearest one is at Tampin, about 38 kilometers to the north of Malacca City. Not to worry though, there are buses and the ever-ready taxis at your disposal to get you to town.
Malacca International Airport is located 9 km from town. Currently the airport serves three major airlines: Wings Air, Sky Aviation and Firefly. It has limited connections, with these airlines mainly running routes to Pekanbaru (Indonesia), Tanjong Pinang and Medan (via Subang Aiport).
From TBS (Terminal Bersepadu Selatan) in Kuala Lumpur, you can choose from several operators to ride a bus down to Malacca. Bookings can be made very easily, usually on the day itself. But it is still rather risky to try to get tickets a few hours before your scheduled departure and passengers are advised to book their tickets at least a day before.