One way to get to the Sanctuary is to go straight down NH2 (Mathura road) from Ashram chowk, and turn left under the flyover just after passing Apollo Hospital to the left. Keep going straight on, turn right at the end of the road, then turn left onto the Okhla Barrage. The Sanctuary gates are to your left shortly afterwards.
The other route is to go through NOIDA, but due to ongoing construction, many of the exits off the main road may now be blocked. Thus the former route via the Barrage is to be preferred.
See this map for an overview of the area.
Here's a brief checklist of the birds I've conclusively identified at the OBS:
This checklist was last updated on 2010-02-15.
The Delhibirds web site has a Yamuna checklist compiled by Clive Harris, but it's not actively maintained.
Abhijit Menon-Sen <ams@toroid.org>