There are not too many transport options for getting to Bang Saen because it is so close to Bangkok. Most holidaying Thais will drive, so on the weekends expect lots of cars parked on Beach Road. The public transport options are limited to catching a minivan or hopping off a bus on the main highway outside of town. The minivan option is the most efficient and easiest.
The vans leave from two places in Bangkok, Victory Monument and Rangsit. Vans from Victory Monument leave approximately every 30 minutes (when full) during daylight hours,cost 110B and take 1.5 to 2.5 hours depending on traffic. The last van leaves about 21:00, but after dark the vans become much less frequent. To find the vans just look in the street behind the main roundabout. Those leaving from Rangsit (Major) depart approximately hourly, take 2 to 3 hours and cost 120B. Each minivan holds 15 paying customers and departs when full. Vans arrive at the dedicated minivan station; about 5 minutes' walk from the university, and 10 minutes from the beach on 'To The Beach Road' Road.
The other option is to catch a bus from the Eastern Bus Terminal (Ekkamai) that is going along the Eastern Seaboard. This includes buses to Pattaya, Rayong, Kleang, Trat and Ko Kong. Some of these will take the slower route and pass by Bang Saen (some take the quicker route and bypass Bang Saen -- get the right bus!). Ask the driver to drop you at the main junction (just ask for Bang Saen, all the drivers know where to drop you) which turns off to the beach. There you will be met by songthaews or motorcycle taxis that will take you into Bang Saen proper. The bus fair is 100B and the short hop into town should cost 40B.