Ignore Barry, there are a stack of bus routes that take you close to the SCG + the special event shuttle buses from Central. See details here:
Moore Park - Bus - Tickets, Opal card and fares - Tickets | transportnsw.info
Also stack of buses from Circular Quay that go via Anzac Parade or Oxford Street.
I highly recommend NOT driving with the intent of parking anywhere near the SCG. And if you take a regular bus, either get off at the last stop in Flinders Street (on buses going via Anzac Parade) or take a bus going down Oxford Street and get off either at the stop virtually opposite the Verona movie theatre or the next stop opposite Paddington Town Hall (depending on which stand/entrance you want at the SCG - look at Google maps). In each case, a short walk from there.
What you want to avoid is the traffic gridlock around the Anzac Parade/Moore Park Road vicinity.
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