Majority of the web suggests a method which involves changing the IP settings on the RPi to static then noting down an IP address and connecting to the pi. However, there's no need to do that. You don't need to change the dhcp settings on the Pi if you follow this. I came across a nice feature of Gnome / Ubuntu which makes this direct connection very simple.
Here's a step by step guide under Ubuntu.
Before connecting do the config on the Ubuntu computer.
#1 Click on your WiFi / Ethernet connection icon and click Edit Connections at the bottom.
1435006270 b8:27:eb:a5:26:a0 10.42.0.34 raspberry *
There it is: 10.42.0.34
You can use SSH to connect to the pi the usual way:
ssh firstname.lastname@example.org in this case.