Lhasa can be reached from Chengdu by plane (two daily flights) and from Beijing. From Golmud you can take a bus with a stop in Amdo. From Nepal you can fly or come by bus. You need to get the necessary permits form the Chinese embassy. Also from Kashgar but combining transports. There's another option since 2006, the Qingai-Tibet train.
Travel tips
The train is equipped with 2 Oxygen sources, released throughout the cabins when reaching Golmund and heading into Tibet and personal Oxygen Canisters in case you feel light headed. There's three categorys, one full of tibetans and young chinese people going to get job and the others for chinese tourists. Is a nice train but is a shame because this is the main enter to the han inmigration and the destroy for tibet.
If you reach Lhasa by plane directly maybe you'll feel some headacke, unsleep or dizzy. Don't worry,is the alttitude!! Rest for one day, walk slow, drink lot of watter and put some garlic on the food. If you vomite or split blood just ask for a doctor in the lobby of your hotel. They will help you. This is not always but just in case is better you know it.
Lhasa Long-distance Bus Station is located at the junction of Minzu Road and Jinzhuzhong Road.
You can get a bus to Gyantse, shigatse, Tsetang, amdo, chengdu, kathmandu...but check the buses before you take the decition for a long distance and check the permits you need otherwise you'll be in problems with the police. You need your TTP and Psp.
If you want to "restricted" areas in Tibet, you will need an Alien travel permit issued by the PSB (Public Security Bureau) of Tibet. The Alien travel permit is also sometimes referred to as the PSB permit.

