1. (ok) by train from Penn station:

Take the Long Island Rail Road train from Penn to Stony Brook Station
(on the Port Jefferson line).  Schedule here:
http://www.mta.info/lirr/html/ttn/j.htm If by mistake you get off in
Port Jefferson, a cab to the university directly from the station
should be $5-7. The 7:49am train gets here at 9:43am. The walk from
the station to the Wang Center is about 7-10 mins, check out this map:
http://www.stonybrook.edu/sb/map/map.pdf (#61 is the RR station)

2. (best) by car: From New York City

Take Long Island Expressway 495 East to exit 62 Nicholls Road .
Travel on Nicholls approximately 6 miles. There are three entrances
(West Campus) on the left side (South, Main , & North). If you enter
through the main entrance (make a left) and you get straight to the
administration parking garage:

http://www.sunysb.edu/parking/parkingmap.shtml (E5)

If the garage is full (if you get here after 10am it is likely to
be), check here for additional parking instructions:

http://www.sunysb.edu/parking/where.shtml?visitors

If you drive in the morning, you are driving against traffic. You
should provision 70-90 minutes from inside manhattan to Stony Brook.