Planes
Aegean Airlines to Athens
We have used these. Simply excellent, but don't go via Athens if you can get a direct flight.
You can book all the way through to Kefalonia with them though (via Athens).
Easyjet to Athens
Monarch Direct
Thomson Direct
Now flying direct to Kefalonia from Stansted.

Boats
Greek Ferries

Trains
Greek Railway

Coaches/buses
http://www.bugeurope.com/transport/busgr.html
http://gogreece.about.com/cs/busesandtrains/

Cars
Mercury Car Rentals
This company is based in the Villa Kef area of the island and can deliver to the airport, port or to Villa Kef. They don't just check your driving license give you the keys and take your money but give you a map, explain the insurance, and then tell you about places that you might like to visit. We organised them for some friends who stayed this year and we were so impressed by the time and trouble they took handing over the car at the villa. 
We think that this is the best to have the car delivered to the villa as traveling is enough stress in one day and the trip via taxi and a brief boat trip is a very relaxing way to start your holiday. It is of course up to you though! We can arrange all this for you and supply instructions.
Hertz Rental
CBR
Avis

Miscellaneous
Weather
About Cephalonia
Nice site with lot of pictures!

(Please note that a link listing does not necessarily mean recommendation)

N.B. Site still under further construction and development