If you're coming up from the south on I-65 North, then dealing with the construction around downtown Indianapolis is easy: Just avoid it. 

• Take the I-70 West "St. Louis" exit. 
  
• Either of the next two exist are valid: Meridian St or West. St. 
  
  
  
  • Meridian will be good for people staying in hotels east of the Convention Center.
    
  • West will be good for people staying in the Westin, either Marriott, or the smaller places around the JW Marriott. 
    
  
  

There's really no trick to it. Just go to I-70 West then take either of the next two exits. Neither are wrong. 

Just got in. I purposely took I-65 from the south part of Indy and deliberately missed the I-70 West exit just to see what would happen.

It's actually ridiculously easy: I-65 forces everyone off onto Washington St. It's impossible to screw up, in fact, unless you decide to drive through traffic barrels.

If you're in the Conrad, Embassy Suites, Hyatt, Westin, or Marriott, you may actually want to take I-65 North to Washington St. It's one exit, then you drive right past each hotel. 

That said, the instructions above work fine too. Really, it's hard to screw up. Just check out a map beforehand.