India Nepal Border

Overland from India to Nepal there are direct buses going from Delhi to Nepal, and from Varanesi to Nepal. Most are run by tour companies. So watch out for the odd scam. To do it yourself. Grab a train to Gorakapur that arrives in the morning. Then head across from the train station and take a 100 rupee jeep to Sunali at the border, a 40 rupees cycle rickshaw man will take you to the Indian desk where they stamp you out, he can then head across the border to Nepalese immigration where you can get a visa on arrival.

Info on visa and border crossing here