There's also another way if you're lazy and/or low level: go bungee-jumping in Umbala. From the numerous jumps I did to test that out, there's about a 25% chance that you'll die when you jump, and from that 25%, half of the time you get warped with 1 hp to the town of the dead (Nifflheim).
Note that when you jump and you don't die, you don't have to go back the long way around, just zoom-out and click back on the platform up there.