There are two main ferry companies that travel between the main land and the Arcipelago Toscana: Toremar (http://www.toremar.it/pages_it/index.asp), Moby Lines (http://www.moby.it/index.html?gclid=CLOGkqToiqECFVxd4wodb1c6PA) and Maregiglio (http://www.lucinet.com/maregiglio/).
They offer relatively low prices and travel quite often to the more highly visited islands of Elba and Giglio. You should, however, be sure to look more closely at travel availability between the islands of Giannurti, Gorgogna, Capraia and Pianosa. Montecristo is unreachable without prior consent.
List of connecting ports between the main land and the islands:
Island of Elba
The port of Piombino to Portoferraio OR Rio Marina OR Porto Azzuro, Elba
Also possible to search the company Traghetti Elba www.traghetti-elba.it/
Island of Giglio
Porto San Stefano, Monte Argentario to the port of Giglio
Island of Giannutri
The port of Giglio to the port of Giannutri
Island of Gorgogna
Porto Mediceo, Livorno to the port of Gorgogna
Island of Capraia
Porto Mediceo, Livorno to the port of Capraia
Island of Pianosa
The port of Piombino OR Rio Marina, Elba to the port of Pianosa