Jaisalmer airport is operational now
There is a direct train service from Old Delhi. The Delhi-Jaisalmer Express, departure time at 17:30 (from Delhi Jn station) via Jaipur, Jodhpur and Pokharan (India's nuclear testing area) reaches Jaisalmer at 11:30 next day. In the other direction the train leaves Jaisalmer at 17:15, reaching Delhi Jn at 11:15 next day. This train has 2AC, 3AC, Sleeper and unreserved classes. It is very often 3-5 hrs late.
Another train from Old Delhi is Corbett Park Link Express from Ramnagar (Uttarakhand) to Jaisalmer. It starts from Ramnagar at 22:00 hrs, reaches Old Delhi at 3:55 hrs. next day and at 23:05 hrs. at Jaisalmer. This train also have 2AC, 3AC & sleeper class but no pentry car. At Delhi, it stops for 45 minutes leaving at 4:40 hrs. Return journey starts at 1:20 hours and reaches Delhi at 21:10 hrs. From Delhi, it starts at 22:30 hrs and reach Ramnagar at 4:55 hrs next day.
Once you get to the station, it is about a 40Rs auto ride to the center of town as of Jan 2013.
In addition there is a daytime slow train (unreserved, stopping at all stations) and a night express train (with 3AC, Sleeper and unreserved classes) between Jaisalmer and Jodhpur.
Every Sunday the luxury train Palace on Wheels stops at Jaisalmer.
Bus or car-taxi from Jodhpur or by bus from Bikaner. A daily bus runs to and from Jaipur by Rajasthan State Road Transport Corporation (RSRTC) .
Various tour operators and travel agencies offer chauffeured car-taxi services; these are charged on a per km, per day basis. You can plan to take one to arrive into the city or take one for sightseeing in and around the city.
There are many car rental services in Delhi which can provide chauffeur driven cars to Jaisalmer.
Approximate road distances from various destinations are