Or, if you want to be totally lazy and cheat, you can just use the gameshark code to walk through walls and head strait east from the entrance to ice path into Blackthorn. Once the music changes to the blackthorn theme, you can use fly and fly to the city normally. I've managed to complete it without doing that, but it took wayyy too long, and I just didn't enjoy it.
Oh, quick edit, keep in mind if you do that you're gonna miss out on something that could be important. It's been a little while though so I can't remember what it was.