Trains run twice a month from Quetta in Pakistan, leaving Quetta on the 1st and 15th every month. The journey takes around 11 hours and costs around 1000 Pakistani rupees.
There is also a flight operated by PIA from Zahedan to Quetta. Check www.piac.com.pk for more information.
The railroad from Bam/Kerman to Zahedan was finally inaugurated in June 2009, with traffic started in January 2012. There is a direct Tehran-Zahedan train, which takes about 24 hours and is formed of couchette sleepers. More information can be found on the Iranian railways website.
Makki Mosque and its madrasa
Zahedan has also a Friday mosque for shiye
The city has a Sikh gurdwara
A colorful bazaar, Rasouli Bazaar, can also be found in the city, where Baluchi and Pashtun traders intermingle.
About 100 km south of Zahedan is an intermittently active volcano, Taftan, which rises abruptly 4,042 meters from the surrounding plain.
If you’re very lucky you might be in town for a camel race (mosabagheh-ye shotor-e davani), a traditional Baluchi activity usually held in summer.
Pakistan - this is a likely candidate for why you're here in the first place, but make sure you've got a visa before coming, as the consulate here no longer issues them. Mashad also has a Pakistani Consulate where you can get visas there, which is the nearest place to pick one up. Also Tehran has a Pakistani Embassy.