I-4 is the most direct route. There really isn't too much in the way of commuter traffic that far down I-4, so it shouldn't be too big of a deal. If you prefer not to go I-4 there are a couple ways to go. You can go all the way up through DTD and take a left at Crossroads and then the first right near the Olive Garden. This is also Palm Parkway. You go about a mile or so and you'll hit a light which is Central Florida Parkway. You take a right at this light, Sea World is on the other side of I-4, which you'll pass under. From that light its only about a half a mile or so probably. The other way that you can go really is sort of the long way, so I don't really recommend it. Personally, if I were leaving really early in the morning, I would probably just take I-4. I used to get off of work at around 7am from the Dolphin and would zip right home which was literally next door to Sea World...just my thoughts.
Hope this helps.