I think the best you can do is to use something like Supreme Magicka which gives you a levitate spell. Then you could levitate up the hill to the sigil tower. You could also use TLC in the console and do the same thing. You'd just need to toggle it off again before grabbing the stone
I've thought about trying to figure out which cell the sigil keep is in and using COC, but the worlds are randomly generated and I wasn't sure I could figure it out. Lastly, there's a console command to close the current gate, but that won't give you the sigil stone.
Now all I do is only close the gates that are in my way as I travel around. I save before entering and if it isn't world 5 or 6 (as defined in the http://www.uesp.net/wiki/Oblivion:Planes_of_Oblivion#Random_Worlds), I reload and try again. Worlds 5 and 6 are the simplest to navigate in terms of reaching the keep and they are never city gates, so it reduces the tedium a bit. I also do the save and reload routine for the sigil keep itself. Dreaded Refuge and Gore Steeple are the smallest towers and when I'm really tired of closing gates, I will reload until I get one of these
I don't think there's any other way of dealing with the gates and getting the sigil stones. I suppose you could use CloseCurrentOblivionGate (the console command) and then use AddItem to add a sigil stone to your inventory...