There are basically two ways to get to Vientiane from outside of Laos. One is by direct flight from nearby countries, the other is to cross the Friendship Bridge from Thailand. At some point in the future, there may be a train from Thailand into Vientiane, as a result of an agreement between Thailand, Laos and French in 2005. There is already train service from Thailand across the Friendship Bridge, so there's just the 28 kilometers or so to be laid between the bridge and downtown Vientiane. Note that the rail service from Thailand is from the border city of Nong Khai only. If coming from Bangkok, you must change chains in Nong Khai. Currently, there is no train service in Laos at all.
Getting to Vientiane by Air
Vientiane's Wattay International Airport (symbol: VTE) is about six kilometers west of the city center. The airport is served by only a small group of airlines, which includes China Eastern, EVA, Lao Aviation, Thai Airways and Vietnam Airlines.
Note there is a departure tax of US$10 on international flights.
Crossing the Friendship Bridge
The Friendship Bridge, linking Thailand and Laos, was opened in 1994 and was the first bridge across the Mekong River which separates the two countries for much of their common border. The bridge crosses between the city of Nong Khai in Thailand and the eastern edge of Vientiane.
You can get to Nong Khai by air via Udorn Thani or train from Bangkok. Udorn Thani's international airport is serviced by Thai Airways as well as the low cost carriers Nok Air and Air Asia. With the low cost air options, it can be much cheaper to get to Vientiane via Udorn Thani, rather than taking a direct flight, although a bit more time consuming.
On landing at Udorn Thani, a Thai Airways van service can take you directly to the Friendship Bridge for 150 Baht (5.19 USD). The counter is just outside of baggage claim and is well marked. The van will take you directly to the Thai immigration checkpoint, taking about one hour. After passing through Thai immigration, there's a bus that will take you across the bridge for 15 Baht (0.39 USD). You will then need to go through Lao immigration on the other side. Visa on arrival services are available here. Once you get through passport control, there are plenty of touts on the Lao side to sell you taxi rides into Vientiane. A taxi will run about 250 Baht (6.49 USD - the taxis generally prefer Baht to Kip). A shared van will cost less. The trip into Vientiane should take less than 30 minutes.
If you're traveling with more than a simple carry-on bag, you may want to contact a tour operator in Bangkok or Nong Khai to arrange "door to door" service from Udon Thani to Vientiane.
You can obtain a visa on arrival at both the Vientiane International Airport and the Friendship Bridge. The cost is at least US$35 and may be more depending on what country your passport is under, or if you arrive early, late, etc. Note that the fee is payable in US Dollars only. If you try to pay in another currency, you will be grossly over-charged. You also need to have a passport size photo to obtain a visa.
It can be much cheaper to get a Lao visa in advance from the embassy in Bangkok. This has traditionally been discouraged because the embassy is tucked away in an rather obscure area of Bangkok. However, with the opening of the subway, it's a little less remote. The embassy is about 10 minutes by taxi from the Thailand Cultural Center subway station.