Okay, if you're taking transit and live within Toronto (i.e. not taking the Greyhound), I assume you're going to be taking the subway anyway. If you are taking the subway anyway, St. Andrew and the connecting Streetcar route (you can skip the streetcar if you want) are the fastest way to do it.
If you are taking the Greyhound, GO train etc. then there's no point in paying fare for a couple of stops and yes, you can just walk from Union.
If you are taking the Greyhound, GO train etc. then there's no point in paying fare for a couple of stops and yes, you can just walk from Union.