Air: Nearest airports are at Ratnagiri and Goa.
Rail: Sindhudurga is a Railway Station on the Konkan Railway.
Malvan is a nice places to stay. Malvan is famous for its proximity to Sindhudurg fort and Lots of people come to Malvan as it is easier to find accommodation here and visit various places in and around Malvan.
There assembles a fish market every evening on the beach and it is fun to visit it and if you are a fish lover than nothing like it.
Sindhudurga is a sea fort and is a must see site, You have to hire a ferry boat to visit the fort, there are many ferry boats available and you can either hire an entire boat or go with other passengers.
Devgad is a small place and only has few places to stay. so it is preferable to stay at malvan and make a one day trip to devgad and visit Vijaydurga.