Auto-rickshaws are the primary way to get around Ujjain. They are plentiful and cheap, though drivers near the Mahakaleshwar Temple complex sometimes try to overcharge visitors. Agree on a fare before getting in, or insist on the meter.
The old city around Mahakaleshwar and the Kshipra ghats is walkable and best explored on foot. The distances between major sites — from the main temple to the Jantar Mantar to Ram Ghat — are manageable in the cool of the morning.
Cycle-rickshaws are available near the station and the market areas. Taxis can be booked through hotels for day trips or airport transfers.