Method of gaining Siddhis (Psychic powers) 
"Janma-aushadhi-mantra-tapah-samadhi-jah-siddhaya" (PYS Ch 4, Su-1) 
Siddhis or psychic powers are attained by birth with drugs, mantras, austerities or samadhi. 

Janma (birth) 
Some people are born with occult powers like clairvoyance etc. This is the result of having practiced yoga in some form in previous lives. 

Aushadhi (drugs) 
Psychic powers of low grade can be developed by the use of drugs like bhang, ganja etc… Needless to say the powers obtained in this manner are not of any consequence in real spiritual growth. They are in fact big hindrances. 

Mantra 
The use of mantras is a good method of ' developing siddhis and such siddhis can he of the highest order. Mantras like ‘Om' and ‘Gaayatri' bring about the unfoldment of consciousness and there is no limit to such unfoldment. There are many Tantric mantras which can give quick powers without unfoldment of higher consciousness. These powers are often misused giving a bad name to the otherwise a very good system. 

Tapas  
Siddhis can be obtained by resorting to severe austerities. The point to be noted in this connection is that the siddhis acquired by this method unless accompanied by unfoldment of consciousness are of little use and do not last more than one life. It frequently happens that the person being morally and spiritually undeveloped misuses it thus losing the power and bringing upon himself a lot of suffering and bad karma. 

Samadhi  
The siddhis that are developed by samadhi belong to a different category and are far superior to those developed in other ways. They are the product of the natural unfoldment of consciousness in its evolution towards perfection. Being based on knowledge of the higher laws of Nature operating in her subtler realms they can be exercised with complete confidence and effectiveness. 

Methods of gaining Samadhi  
"Ishvara - pranidhaanaadvaa" (PYS Ch 1, Su-23). 
Samadhi can be attained relatively easily by surrendering to God. This is the path of Bhakti yoga. 
"Tadevaartha - maatra - nirbhasam - svarupashunyamiva samadhi" (PYS Ch 3, Su-3). 
When in meditation the consciousness of the self vanishes, it leads to samadhi. When meditation deepens in a way, when awareness of space, time and the body is lost, then the mind has attained to the beginning stages of samadhi. By grace of Guru, and sustained practice of meditation for longer and longer periods samadhi is attained.