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
A secluded, hard-to-reach world called Athas is notable for a couple of reasons. First, "hard-to-reach" isn't just hyperbole; portals leading here are rare in the extreme, and spells that allow interplanar travel fail more than half the time. Recently, the githyanki attempted to reopen one of the few permanent portals to this world from the Astral, but their efforts were thwarted by the natives - which says a good deal for the inhabitants' might. Also, while the priests here have interesting connections with the Inner Planes, they refer to a number of the Paraelemental Planes by different names - so don't be confused if the sods talk about places called the plane of Sun or Rain.
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.