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We all bring our sled out there. The past two years we had a flatbed semi take them all out, this year we are using a 6 place and 4 place to bring them out. It takes us around 25-26 hours from here. You could knock off about 6 hours if you are heading out from the twin cities and a few hours if you are heading out from Chicago.
My first year out I rode a rental from Togwotee. They are great sleds and set up very well for riding out there, so don't be afraid to rent if you do not have a sled that is setup or good for mountain riding.
-John