Best way to travel from NCE depends on your definition of best. I found the bus easy to use and reasonably comfortable. It's not as fancy as going by helicopter or rented car / limo, however.

I think the Casino is worth seeing. The interior architecture is certainly grand. No photography allowed inside, alas. You might not want to bother paying the admission price for the private salons, however, though they do offer good people watching. (So does just standing outside the Casino).