Just a stone's throw from Saint-Lazare station is Paris' biggest transport hub for Metro, bus and RER: Metro lines 14, 3, 13, 12. 

RER E HAUSSMANN Saint-Lazare,

Metro station Havre-Caumartin Line 9,

RER A Opera (direct to Disneyland), Roissy bus (direct to Charles de Gaulle étoile station),

Bus 80 (Champs-Elysées), 95 (Louvre), 20, 21, 22, 24, 26, 27, 28, 29, 68 (Musée d'Orsay), 43 (Gare du Nord) etc. 

By road: From the Porte de Clichy exit, take Avenue de Clichy, cross the Place de Clichy, continue along Rue d'Amsterdam, then at the second traffic lights on the left, turn into Rue d'Athènes.