Train is fast and convenient, buses may work out cheaper and have more destinations. Taxis are sometimes terribly expensive.
Save your money: Don't take a cab. Virtually all hotels here have pick up services, sometimes at a small fee. Just give them a call upon arrival.
If you have more than a couple of hours between flights, Oslo is within reach by the Airport Express Train. A somewhat closer, and cheaper, option is Eidsvoll, a lakeside town where the Norwegian constitution came to light.