First, we have the local airport. Nice has its own international airport, which located right at the edge of the city. Also, because of international agreements, most notably those between France and the European Union, traveling between European countries by plane is easy, fast, and often very cheap. For instance, when I booked my flight from Nice, France to London, England it only cost about 30 euros, or about $35. I had friends who also took planes to Spain, Ireland, and Germany for $25 or less!
Next there are the inter-city trains. These trains are like double decker commuter trains, and the trains stop at large train stations in each major city. These trains leave at set times every hour or every 30 minutes and are also very cheap. Tickets to any of the nearby cities by such trains are often $5 or less, and you usually buy your ticket right at the station. Different train lines can also take you to other major cities all over France. When I visited Lyon (Lee-on), France, which is about three hours north from Nice and right in the middle of France, I took one of these long distance speed rail trains.
There are also, of course, many roads and highways all over the city and these connect to different locations. This area has a lot of mountains, and what's so amazing is that some of the highways are built right into the mountains!