Flights are not the best way to reach Jaisalmer. Jodhpur is the nearest airport at a distance of 500 km. Indian Airlines has a twice-weekly service to Jodhpur from Delhi.

From Jodhpur there is a direct train to Jaisalmer for overnight journey, except on Wednesday. The journey takes approximately ten hours.
The Palace on Wheels is the most luxurious way to travel to Jaisalmer, recreating within the coaches the ambience of the legendary palace comforts. Advance reservation required.

Jaisalmer is 897 kilometers from Delhi; 638 kilometers from Jaipur; 285 kilometers from Jodhpur; 500 kilometers from Ajmer, and 330 kilometers from Bikaner. Most of these places are connected to Jaisalmer by National Highway No 15.

The city of Jaisalmer is small and can be covered within two hours of leisurely perambulation through the lanes and by-lanes. You can't get lost, to be sure.