There's a lot of guidance going on at the start of the New Testament. Matthew's Magi are guided by stars, scripture, dreams and common sense, Herod is guided only by self-preservation. It's a fascinating insight into how God guides, and how we do, or don't, respond.
God speaks to the wise men first through the planets: a culture which saw all of creation as a whole, with key earthly events reflected in the heavens, would naturally associate strange planetary movements with important earthly events. Tom Wright suggests that the Star of Bethelehem was probably the triple conjunction of Jupiter (king planet) with Saturn (represents the Jewish nation) in 7BC, which fits with Herods known death in 4BC.
It's interesting that God is able to get through to the Magi through the stars, but Herod, surrounded by scribes and teachers of the law, with the scriptures readily available, is completely hard hearted: a new Pharaoh. Both he and the Magi hear the scripture about the new king's birth in Bethlehem, the Magi respond by making pilgrimage to worship, Herod responds by staying put and plotting murder.
It just goes to show that having the Bible doesn't mean you'll listen to it, and being surrounded by teachers of the word doesn't guarantee that they'll be right either. It's the Gentile outsiders who hear what God's saying, and the Jewish insiders who don't (or, for fear of Herod, do hear but do nothing about it).
It's entirely possible to be a Christian, yet completely deaf to God's voice. To use an illustration I used on Sunday, most Christians have let Jesus into the car, but not many of us have given him the driving seat. We keep the wheel, and let him along as a passenger, asking for advice or encouragement occasionally, but keeping complete control over direction and speed. Or if we do pluck up the courage to swap seats, we install dual controls so that we can brake hard if we don't like what Jesus is doing.
Finally the Magi are warned in a dream to avoid Herod, and using their common sense they plot an alternative journey home. They're open to hearing God, so he uses yet another way of speaking to them. Their story suggests that if God wants to speak, he'll find ways of getting through to us, even if they're a bit unconventional. Unfortunately the story also teaches us that when God does speak, if we don't want to listen then it doesn't really matter what medium God uses.
PS if you want to get really into listening to scripture, then I highly recommend this post, which gives a great summary of some Bible meditation methods, and how to spend time with a passage, or a phrase, to let it speak. Alternatively if you like things with Latin titles, then try this nice simple guide to Lectio Divina