Articles I've read suggest sometimes private jet (may well be more convenient baggage-allowance wise by the time you've added the entourage *and* the twins' toys, I suppose), sometimes commercial airlines. I've definitely seen that he doesn't own a jet but just rents one. Also seen references to him driving himself around in the USA. And OTOH he's been spotted on the tram in Zurich
No idea how old these articles were and whether they still apply, though! They wouldn't have been more than 4 years old, certainly.