Ulgoths Beard shows up on my world map but I can't work out how to get there. I understood that you could either walk there or get transported there automatically when...SPOILER.....
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you face Sarevok in the temple in the undercity (after the Thieves Maze) for the final confrontation. Unfortunately that hasn't happened! Any ideas where I'm going wrong?

I think you can get there by walking north out of the BG outside gate area or from the zombie farm area.

I don't think you get teleported there after the final battle. Click on the 'mission pack' button on the title screen. Then load up your final save file (which was made just before the last battle). This should land you slap bang in Ulgoth's beard. Granted, you won't get the exp for the last fight but you can always return there later to rough 'em up if you haven't hit the exp cap already. That's how I remember doing it anyway...

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"Our deepest fear is not that we are inadequate.

Our deepest fear is that we are powerful beyond measure."

You don't have to be transported to Durlag's. I left the Undercity and started all of the Tales quests/modules by simply walking to Durlag's, although I didn't have a clue what anyone there was talking about in the beginning. It is probably better to be transported there from Ulgoth's, as that way you will be briefed some re: Durlag's.

Thanks for the suggestions - I managed to get to Ulgoth's in the end by exiting north on the BG outside gate area, as opposed to the Zombie farm area which is the area I'd been trying it from before which doesn't work.