What is the best option to go from Venice to Munich? everything seems expensive; train, air or car rental.
Trenitalia shows tickets for about €110, Venezia Santa Lucia to Monaco di Baviera (Munich) with one change in Verona. Don't know about airfare, but I think there's a hefty drop-off charge for a rental car.
If you choose a departure that is operated by DB German Rail, then you can book up to two months ahead on their web site for as low as 39 euros. The departures for sale on that site will display prices. (However, they would not book a connecting leg that is all within Italy (e.g., Venice-Verona).)
We've gone Venice to Munich many times, you can book out 92 days on Dbahn. Book early and there's loads of non-changing trains options.