What methods have been defined to be workable and to be forbidden as far as travel to and from the Dark Sun campaign world goes? Any edition's info will work; I'm running 2e but I can always modify what's out there.
You can (sometimes) get in and out from Sigil.
From The Planeswalker's Handbook, page 32
There's also a psionically-powered Planar Gate in the boxed set adventure City by the Silt Sea. This is an artifact.
It was noted that Athas isn't reachable from the other game worlds during the AD&D 2E run. I don't recall if it was in the Dark Sun boxed set or the Spelljammer materials, or in a late 2E FAQ.
It was implied that this is because it's the far future of the Forgotten Realms, but that particular assertion wasn't explicit.
I don't know if that's still held true with the 4E version.