You can fly directly to Marsh Harbour from several cities on the US East coast: Fort Lauderdale, Miami, West Palm Beach, Daytona, New Smyrna and Atlanta.
Here is a link to more spesific info about the flights from MyOutislands.com.
There are two ferry companies.
(Stops in Scotland Cay upon request)
6:00am 7:00am 10:30am 2:30pm 3:30pm
6:45am 8:00am 12:30pm 3:30pm 4:30pm
Charters are available.
Check "The Ferries" updated ferry schedule HERE. They go from Red Bay which is 20 minutes north of Marsh Harbour. Their last ferry to Guana Cay goes from Red Bay (20 minutes north of Marsh Harbour with a taxi) and leaves at 4 PM. They also do charters after hours.