The Airport of Wutaishan is under construction now and is expected to open in 2012. Now you may try flying to Taiyuan, the provincial capital and then take a bus to Wutaishan.
There are daily fast trains to and from Beijing and Taiyuan on the Beijing-Taiyuan line. Although lying mid-way between Taiyuan and Datong, it is not overly convenient to reach Wutaishan by train. Those from outside Shanxi Province had best first take a train to Taiyuan, from where you may take a direct train to Wutaishan. From the Wutaishan stop, you should take a bus straight to Taihuai, a leg of 40km that takes around one hour.
Most visitors arrive by bus from Taiyuan (7-8 hrs) to the south or Datong (5-6hrs) to the north, which saves you a lot of time and effort that would otherwise be wasted in changing trains. The main bus stations in Taihuai are all located along the main road through town, Shijuliangcheng gonglu, near to the Qingshui River (Qingshui he).