Not only is the Steffani located in the heart of St. Moritz, but St. Moritz is located in the heart of the Upper Engadine, a region more or less equidistant from Zurich, Milan and Munich. St. Moritz is best accessed by the Rhaetische Bahn, by road via the Julier or Maloja Passes or through the Vereina Tunnel. Or of course by air.
For directions by car: maps.google.ch, www.map24.ch
For car-carrying trains through the Vereina Tunnel: www.vereina.ch
For current road conditions: www.ize.ch

By air

The Upper Engadine is serviced by the regional airport in Samedan, which is just 5 km from St. Moritz and has good connections to the international airports in Zurich, Geneva and Basel.
www.swiss.ch, www.engadin-airport.ch

By rail

Swiss Federal Railways (SBB) as far as Chur. From Chur, continue to St. Moritz on the Rhaetische Bahn (RhB). The journey from Zurich to St. Moritz takes about 3,5 hours.
www.sbb.ch, www.rhb.ch