Urumqi's transportation network is quite developed considering just how remote this city is.
The Urumqi airport is 15km from the city. To get there, either take a taxi (for around RMB50-RMB60) or an airport bus which runs from the CAAC offices on Youhao Lu in the northern section of central Urumqi, north of the Post Office and past Hongshan Department Store. Daily domestic connections to Beijing, Guangzhou and other major cities are available as well as daily connections to Kashgar. Some international flights (not all daily) to Moscow and Islamabad, are also available.
This is the best way to travel east into the rest of China. The Urumqi Train Station is in the southwest of the city. To and from Urumqi, you'll find direct trains to Beijing, Shanghai, Lanzhou, Xi'an, and Chengdu. Express trains to take a few days. Trains to and from Beijing take around 45 hours, and to and from Shanghai takes around 48 hours. We strongly recommend taking hard or soft sleeper trains. Anyone on a budget who tries taking a train to Urumqi with a hard seat will quickly find out how uncomfortable it can be.
The best way to get around in Xinjiang is by bus as the highway system is relatively complete. The Urumqi bus station is a few blocks northeast of the train station. There are several bus stations in Urumqi, each associated with a different destination city. If you purchase tickets at the bus station near the train station, you will be charged the correct "official" price, but it may cost time as you will be driven to the smaller bus stations to allow other passengers to board. Buying tickets at the wrong bus station however, incurs unnecessary charges. One exception is that buses to Turpan can only be taken from the Urumqi-Turpan bus station near the Erdaoqiao market on Quanyin Dadao. Buses to Kashgar take 36 hours and to Turpan take 3 hours.
Arriving by bus in Urumqi, you will probably arrive at the bus station which relates to your city of origin.
City buses in Urumqi can get crowded and are prime hunting grounds for pickpockets and bag slashers. A better alternative are the minibuses that go through the city for an average fare of RMB1 to RMB2.