A shuttle bus (RM4) runs between Sandakan's local bus station (departing 9.30am, 11.30am, 2pm and 5pm) and Sepilok (departing 6.30am, 10.30am, 12.30pm and 4pm).
A private shuttle is operated by the Labuk Bay Proboscis Monkey Sanctuary (RM20 per person one way). It departs Hotel Sandakan at 9.30am, arrives at Sepilok 40 to 45 minutes later, then departs Sepilok at 10.30am to arrive at Labuk Bay in time for the feeding at Platform B (11.30am). The scheduled transfer from Labuk Bay Proboscis Monkey Sanctuary back to Sandakan is at 3pm (so you could catch a second feeding at Platform A (2.30pm). Note there is a cafe at Labuk Bay. If you wish to head back to Sandakan earlier, however, you can pay RM80 per person.
If coming from KK, board a Sandakan-bound bus and ask the driver to let you off at 'Batu 14' (RM43). You will pay the full fare, even though Sandakan is 23km away.
If you are coming directly from Sandakan, a taxi should cost no more than RM50 (RM40 from the airport). If you want one to wait and return you to Sandakan, you're looking at RM120. Taxi 'pirates', as they're known, wait at Batu 14 to give tourists a ride into Sepilok. It's RM3 per person for a lift. Travellers spending the night can arrange a lift with their accommodation if they book ahead of time.