We went to almost all of the figure skating and many other events, but only took the camera to a few. For alpine events (and to get to Park City) we had to drive to a parking lot, go through security (usually), then take a bus to the venue. For figure skating we took the TRAX train from a park-and-ride near where we stayed then walked to an entrance to the Olympic Plaza in downtown Salt Lake City, where the Ice Center (Delta Center) was. It took a while to get around but everything was well organized.
The only really bad spot was the choice of the Delta Center for figure skating. The sight lines were designed for basketball and an Olympic-size ice rink is too large - from every seat about 1/3 of the ice was obscured, the skaters would often disappear for many seconds at a time.
There were entertainers who went around to all the venues every day, singing, performing and posing for pictures.