The Arashiyama and Sagano area is serviced by three stations: JR Saga-Arashiyama Station, Hankyu Arashiyama Station and Keifuku Arashiyama Station. All of these stations are fairly conveniently located in Arashiyama, so the line you take will depend on your starting point in Kyoto.
From Kyoto Station take JR Sagano Line to JR Saga-Arashiyama Station.
If you are coming from central Kyoto, a popular route is to take the Hankyu Line as far as Omiya Station and then transfer to the Keifuku Randen tramline. The ride in an old fashioned trolley car lasts 20 minutes and follows a pleasant scenic route.