There is not much of comfortable bus going to/from Yangon to Hpa An. Normal local bus are there with very cheap rate. May be around 7 USD/pax
There is no option for flight
There is no option for a train ride
Going by private car is most popular for this sector. Hpa An and golden rock are on the same route so that most traveler took private car from Yangon for both locations. If you are calculating cost to sum with sightseeing car rental in Hpa An, the total cost does not different too much.
Tuk tuk, private car, motorbike are available for sightseeing.
Motorbike is not a recommended option, just for the adventure travelers. Please be aware that there is no good enough insurance in Myanmar. And we do not know rental motorbikes are legally registered or not. If nothing happens, nothing happens.
In the dry and cold seasons, tuk tuk is a good option for new explorers but in raining season, Hpa An is having very heavy rain. Especially if you are going to the rough road for caves and mountains, it’s not a good option.
Most of the time private car is more comfortable and safe for going to rough roads and downtown, even for caves and mountains. If somebody hires a private car from Yangon, additional sightseeing cost is already included.
That’s one of the reasons travelers use private cars for this sector.