Hi I have been at Monaco GP every year since 2000, i have found that the train system into Monaco is brilliant, if you are are travelling in from Nice or France in general i would pre book your train tickets in advance [saves hassle] the station is only 5min walk to the central area of track. and when you leave there are large signs above the roads saying where to walk, as they group fans going to France or Italy to seperate entrances it works very well. Also a note once the group [about 500 people]your in goes on the platform you have to get on the train even if it does not stop at station you want [for safety]. So if you fly in to Nice all trains stop there and its about 15-20min to Monaco.
