I do not believe this plot point is ever covered by anything outside of the movies, and I know the movies never address it, but I would assume the republic would provide for the transport of the Jedi in craft similar or identical to the craft used to transport Qui-Gon Jinn and Obi Wan Kenobi in Episode I (A Consular-class Republic Cruiser), obviously with each craft carrying more than two Jedi as the vessels are quite large.
I do not believe they would have arrived all in a fleet of Jedi starships as each traveling individually is very inefficient and since the Jedi have a reputation of being recluses (see Count Dooku's gripes on the Jedi Order) I'm not sure they would have even had that many craft and hyperspace rings available on the short-notice the Counsel received.
Remember at this point the Jedi were basically a specialized Negotiator/Peacekeeper arm of the Republic, and therefore would have had Republic resources at their disposal.