Take Amtrak down from NYC. Stop at either Middletown (if you're arriving on a weekend) or Harrisburg (on a weekday). The reason I recommend riding to Harrisburg on a weekday, even though it's further from Hershey than Middletown, is that they have a nice bus (CAT) that takes you directly from the transportation center next to Amtrak Harrisburg, all the way down to Hershey. You can even get off the bus in front of the Hershey Med Center if you like.
On second thought, you may want to ride Amtrak all the way to Harrisburg regardless... the train station there is nice, and safe, while the Middletown station is quite literally just a covered bench... might not be pleasant if you're arriving at night and have to wait for the cab to pick you up.
I've heard good things about Days Inn, but I have not been there, so I will let others do the talking on that regard...