To reach Mahakaleshwar temple — nearest airport is at Indore; railway station is Ujjan Junction itself; and this city is well connected to adjoining popular cities. If you wish to reach there, book your puja & bhasma aarti beforehand.
History and story behind this temple is like that — once there lived a yogi Brahman; he was dear to God Shiva. Once he requested Shiva to come and kill a demon who was torturing people. Shiva came tearing the Earth, in a flash, he killed that Demon. And on request, Shiva started living there in the temple as Mahakaleshwar.
As Shiva loves Bhasma, at this temple Bhasma is the important item for his worship. How is Bhasma prepared? I’ve heard, it is of a burned corpse, comes from the cremation ground (shamshan). Bhasma is also prepared by burning cow-dung. As cremation ground is considered, a place of lord Shiva and Kali, Bhasma from there looks more appropriate.