How you choose to get to Megève depends directly on the airport. If you choose to go via Geneva or Lyon (170km), feel free to take the shuttle buses that run from the airport itself.
Taxis are also available. A helicopter is the usual transportation that will take you directly to Megève. It's also convenient to get there by car. The "white" highway A40 leads to the city. The turnoff at Sallanches will take you straight to the resort.
From Sallanches to Megève is just over 10 km. You can also get there by train. The direction is called Saint-Gervais-les-Bains/Le Fayette, and from Salanche station it's no more than half an hour by bus or cab.