"Hey baldy! Ye gapin' aroun' the Cage like some addle-coved sod. Must be Clueless or barmy, 'cos even a blood like me sees the potential for a knight-o-the-post to make a quick bit o' jink 'r jangle round prize Primes like you! Lemme show ye round the Cage, personal like. I'll keep me good ball on yer coin purse and give the rope to any thief who - aughkk!"

- Gjugustus Planesurf
Recently Deceased Thief of Sigil

"No thanks."

- Karlang-Don
A Mul on his First Trip to the Planes

TSR did their best to make Athas an 'isolated world'? Since when? Sure, you can't get to it through the crystal shell or wildspace, but who wants a bunch of spelljammers on Athas anyway? Half-giants vs neogi? Hardly a fair fight.

The planes are another matter. Sure, you've got the Gray in the way, but that only prevents plane-shifting by virtue of magic spell, psionic ability, and magical item. It actually states somewhere in City By The Silt Sea (you don't expect a page reference?) that a Planar Gate cuts directly through the Gray, establishing an immediate and safe path to the destination plane. So what? Dregoth has tight control on the Planar Gate, and if your players are worth their weight in sand they destroyed it during Dregoth's Revenge (adventure from CBTSS). But what if there was more than one Planar Gate?

It almost stands to reason that several Planar Gates were constructed. As well as providing access to the Outer and Inner Planes, they may have served as psionic highways during the psionic/technological rennaisance of the Green Age. Thus, several sorcerer-kings might already possess Gates, and several more may lie in the ruins of ancient kingdoms and city-states.

Furthermore, the naturally-occuring portals of the Planescape setting also slice through the Gray barrier. There is nothing in any Planescape material to suggest these gates do not occur on Athas. In fact, the Planescape rulebook states special conditions for Athasian characters.

Planescape portals are easy to run in Dark Sun campaigns, and they can take PCs not only to other planes, but to other campaign worlds as well. Essentially, some portals are permanent and some are random. They are invisible except to those born on the planes, and some require a special key to open. A key is a certain specific object that may be carried through the portal, and it may be reused. Although Dark Sun PCs cannot see portals they may still pass through them. Special conditions may arise where they learn the location of a portal and obtain its key, or they may just stumble accidentally through a 'keyless' portal..

If you want some ideas, I've listed the location of all of my campaign's Planar Gates below:

A Planar Gate lies in an UnderTyr temple to the lost fertility god Yuan. It was discovered recently by a group of PCs who cleared out the yuan-ti infesting the temple. Thousands of years ago, when Kalak sacked Tyr, refugees used this gateway to flee to the Forgotten Realms. The Toril end is located in a lush oasis, directly in the centre of the Anauroch Desert.

Nibenay owns a Planar Gate, which he wrested from the Green Age elves when he conquered his city-state. He uses it to bypass the Gray and explore the Inner and Outer Planes. Sometimes, he takes Siemhouk, the Child Templar (now actually closer to her twenties).

Hamanu also owns a Planar Gate. It did not come with Urik, however. He took it from Sorcerer-Queen Sielba's vault before he imprisoned (yes, imprisoned) her and razed her city-state. It is wasted in Hamanu's hands, as he is far more concerned with the affairs of his city. With his disappearance in FY17, it lies forgotten in the Royal Treasury.

Abalach-Re's Planar Gate, inherited from the old rulers of ancient Raam. With her dead, it les unused in a secret chamber deep beneath the Consecrated Sepulchre of Badna. Dregoth suspects this, and plans to search the royal grounds promptly after destroying the citizens of Raam.

Here are my portals (only the first is really mine, actually):

A portal in the entrance to the 'ring of domes' beside the crater at Dej (the thri-kreen gravesite from the Dragon's Crown adventure). It leads to Sigil, and the key is a piece of quartz. Unfortunately, the Athas end of the portal is unstable and it disappears from time to time (ie. when I don't want PCs to use it). When it is gone from Athas, the Sigil end of the portal leads to the 1st Layer of Ysgard (called 'Gladsheim' by the Clueless).

Valley of Dust and Fire mentioned a portal to the Elemental Plane of Fire within the Ring of Fire, but with the coming of the Cerulean Storm, and the resultant cooling of the Ring, it was probably destroyed.

A portal to the Gray in the centre of the Dead Lands. This portal was responsible for the Obsidian Wave that transformed the Dead Lands, and it is much smaller than it once was. But it's growing again.

Numerous portals in the Sea of Silt to the Paraelemental Plane of Silt (duh!)