If you’re planning on heading to Parque Nacional Sajama, it’s most convenient to leave from La Paz. You’ll want to book your ticket ahead of time at the bus terminal on Plaza Antofagasta, but rather than a boleto to the national park, you’ll likely have to purchase one all the way to Arica, Chile (expect to pay the full fare). Get off once you reach Tambo Quemada and from there local transport to Sajama village should be easy to find. 

Another option, which works regardless if you are coming from La Paz, Cochabamba, Oruro or beyond, is to take any bus which runs on the major north/south road coming to or from La Paz, and get off at the Patacamaya junction (100 km southeast of La Paz). Here you must flag down a bus or camion heading towards the border, they run randomly throughout the day but you should be able to get a ride.