A major junction, Naoetsu Station is the point where JR West's Hokuriku Line from Kanazawa terminates and meets JR East's Shinetsu Line between Nagano and Niigata. There are also trains on the private Hokuhoku Line to JR Echigo-Yuzawa for Shinkansen connections to Tokyo.
From Tokyo, take the Joetsu Shinkansen to Echigo-Yuzawa and change to the Hakutaka limited express for the run to Naoetsu station (2 1/4 hours, ¥9500). If you have a Japan Rail Pass, you will need to pay a surcharge of ¥1950 each way to travel over tracks operated by the Hokuhoku Line. However, if you have a JR East Rail Pass, the entire journey to Naoetsu is covered.
Naoetsu is a longer journey from the Kansai area. It takes approximately 4 to 4 1/2 hours to reach Naoetsu from Kyoto (¥12500), and 4 1/2 to 5 hours from Osaka (¥13000), by taking the Thunderbird limited express and changing to either the Hokuetsu or Hakutaka limited express for the final run to Naoetsu. A good location to change trains is at Takaoka (高岡), located half-way between Kanazawa and Toyama, where limited express trains are designated to a single platform.
Despite the name, the Joetsu Shinkansen doesn't stop in or even come particularly close to Joetsu, but the Hokuriku Shinkansen that does is scheduled to start running around 2014.
There are several ferries daily from Naoetsu Port to Ogi on Sado Island. The terminal is a fair hike from the railway station on foot.