Going between Heaven (or Hell) and Earth would be a very long trip, however goddesses can travel to any destination travel through a specific medium. The travel medium is specific per each goddess. The objects traveled through are not linked themselves, they only have to be of the same type at both ends.

Belldandy : mirrors

Belldandy first meets Keiichi by traveling through into his dorm room. Thereafter, Belldandy only uses her travel medium for urgent matters and emergencies. Even though her travel medium is supposed to be mirrors, she's also appears to be able to travel through all reflective objects, not just ones specifically used as mirrors.

Side note:
In the issue "The Queen and The Goddess", Sayoko sees Belldandy emerge from a mirror. That's obvious. But why is that mirror there? It's actually a traffic mirror. In order to allow drivers to see around sharp corners that have an obstructed view, mirrors are placed for better visibility. They actually work quite well. I've never seen one in the U.S., but they're fairly common around Asia.

Urd : video monitors

Before her arival on Earth, Urd sends Keiichi a sexy video. Once played, out comes Urd. This seems to be unnecessarily elaborate since Urd can travel through any monitor, not just ones with video footage of her. Urd doesn't use her travel medium much, but continues to have an intimate relationship with the TV when watching soap operas. Later on it is shown that the monitor doesn't have to be on for urd to travel through it. When first published, TVs and relatively rare computer monitors were all that's available. While Oh! My Goddess hasn't been updated to modern events, with the current developments in smart phones and tablet PCs means Urd could be nearly anywhere.

Skuld : pools of water

Unlike the other goddesses, Skuld uses her travel medium on a regular basis. Water is a handy travel medium since there's water just about everywhere. Skuld proves some interesting things about travel mediums. In some cases she's able to spy on people through water, so a goddess can actually stay in the medium itself and traveling all the way through it isn't required. The surface area doesn't need to be big enough for the goddess to physically fit through either, as Skuld is able to teleport through a single cup of water.

Peorth : camera lenses

Peorth makes her first appearance through a camera lens. Like Urd's situation with monitors, cameras weren't quite so common as they are today. Especially with digital cameras, web cams and camera phones.