Dear Tony,
Thank you very much for your questions.
Since there isn’t direct bus, train and flight, you will need to go to other cities for transit.
1.Budget way is to take train. At first, you will need take train from Urumqi to the nearest city, which also has train to Lanzhou. Since all the trains to Lhasa from this city do not start from this city, but from other cities, but stop here. In this case, it is hard to buy a ticket from this city. Then I suggest you change a train from Lhasa to Xinning. You could have a stopover in Xining and visit around. Then book a ticket with local agency to Lhasa. If you take train, it will be helpful for you acclimate to the high altitude gradually.
2.More comfortable way, but more expensive way is to take flight. At first, you could choose to fly from Urumqi to Xining first, then transit a flight at the same day to Lhasa. In this case, you will not waste much time on the way.
Except the above 2 ways, it is hard to find another way for foreigners.
I am delighted to recommend Lhasa and Tibet tour at below web page:
/lhasa/lhasa-tours.htm
Should you have any further questions, please do not hesitate to contact with us.
Best regards
Sophie Huang
Top China Travel