'''Zahedan''' is the capital of Sistan va Baluchestan province in Iran. If you're not going through Afghanistan you'll have to pass through Zahedan on the overland route from Istanbul to New Delhi.
Get in
By air
The airport is on the outskirts of the city, and has connections to Tehran, Isfahan, Kerman, Mashhad in Iran and also an International flight to Dubai
By train
Trains run twice a month from Quetta in Pakistan.
The railroad from Bam to Zahedan will be completed in a few months. At that time there will be Tehran-Zahedan trains.
Get around
See
Makki Mosque.
Do
Buy
Eat
Drink
Sleep
Get out
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.