when available, a great option is the surf bus, a special private bus taking visitors from zona sul to all the main surf beaches in rio, including são conrado beach. 

the surf bus leaves from largo do machado every day at 7 am, 10 am,1 pm, and 4 pm - more details are posted on their webpage. 

on this link, the instituto estadual do ambiente (inea) provides the suitability of several beaches, including praia da gávea / são conrado.