3days JR PASS for 10.000 yen Sep-Oct-Nov  - I recommend !  
 

   
  by SHINKANSEN + TRAIN  (I recommend)
 

.

.

 Shinkansen TIME TABLE                      Nagano Dentecu TIME TABLE
   from Tokyo to Nagano city and back                        from Nagano city to Yudanaka st. and back

DESCRIPTION: Shinkansen +Nagano Dentecu TRAIN
From Tokyo station get on Shinkansen ASAMA to Nagano city - 90min, ￥7.970, 222km
In Nagano station get on Lokal train Nagano Dentecu Line to Yudanaka station in Yamanouchi town - 50min, 33km ￥1.230 express, or ￥1.130 not express
(Your JR pass doesn't cover train from Nagano st. to Yudanaka st. - it's different train company)

Nagano station Map                                                                         

Many times you have just few minutes to change the trains at Nagano station. Its a bit confusing as
you have to get out of the Nagano station (to the right side) and go to the Subway on the street.
This MAP will save you lots of time as the trains to Yudanaka don't run frequently. 
Time table Nagano - Yudanaka
There is information center infront of Shinkansen gates !
 

 
  LOCKERS at Nagano station                                                                   
  Zenkoji Exit, 1st Floor in front of the elevator     
           

Large     -  h840 x w360 x d575   price 500yen  (only 3 lockers)
Medium  -  h550 x w360 x d575   price 400yen
Small      -  h405 x w360 x d575   price 300yen

This is the Express train from Nagano to Yudanaka.
Try to get the front seat and you will have spectacular
view on Nagano county side during all the way.

Detepend to your final destination you have to change transport:

Snow Monkey park = Tokyo -> Nagano city -> Kanbayashi stop (bus)
                                                                      -> Yudanaka st.(train)-> Kanbayashi stop (bus, 250yen)
                                                                                                         -> Snow Monkey MiniBus (Winter)
                                                                                                         -> Taxi (1700yen, max 4persons)
                                                                                                         -> on foot 4.5km, 1.5hour (free :))

Shiga Kogen = Tokyo -> Nagano city -> Shiga Kogen (bus)
                                                           -> Yudanaka st. (train)-> Shiga Kogen(bus)

 
  by SHINKANSEN + BUS

In Nagano station get on BUS to Kanbayashi Onsen (Close to Monkey park) - 40min.
￥1.300, 33km

BUS TIME TABLE
from Nagano city to Kambayashi st. and back

 

    by CAR

 MAP                                                                                                                                         
 
Map of Yudanaka, Shibu, Kambayashi Onsen and Jigokudani Wild Monkey park

MY NEW MAP FOR YOU - (Incl. Restaurants, Bars, Coffe shops, Bus StopS, Loundry...)
>>> click here to download MAP (in .pdf format)
 

OTHERS                                                                                                                                     

- buy JR PASS in Narita Airport and travel cheaply

- travel by CHUO TAXI - direc transfer between Narita,Haneda and any Hotel in Nagno, Niigata 
  or oposit.  Narita - Yudanaka Shibu Onsen - 12.000 per person (5hours).  Many foreign    
  tourist and also me in person use Chuo Taxi because of - Easy English. Online booking, almost
  the same cost like trains, you don't have to change trains and worry about baggage. There is
  only one negative - it takes bit longer time.

- easy transfer between Airport and Tokyo, Yokohama - Airpor Limousine buses

- english course, fare and timetables searchers Train Route Finder
                                                                            Hyperdia
                                                                            Japan railway group

- simple exlanation of transportation and train passes in Tokyo

- Read Traveling advices in my FORUM before you go...