I SAMUEL 28:6

 Q: I can understand how God refused to give Saul advice through dreams or prophets, but what about Urim? Wasn't it just a casting of lots? 

 We are not 100% sure what the Urim and Thummin were, but the best educated guess is that it
consisted of two flat stones, each having a head and a tail, which were located in the priest's
breastplate. By casting these stones, two heads might mean “yes” while two tails would indicate a “no”
to any question asked. 

The important thing to note is that half the time one would get “one tail-one head,” indicating that God 
refused to give guidance on the issue. So possibly that is what happened whenever Saul attempted to
get an answer from God. The lesson is that you can't force God into a box by some arbitrary test. This
is what distinguishes this biblical form of an oracle from Gideon's casting of a fleece (and its modern 
equivalents practiced by some Christian groups today).

In the New Testament we have similar examples of seeking God's will by all three acceptable means that Saul consulted:

Prophecy – This is listed among the spiritual gifts, and several prophets in Acts were used by God to predict future events (not new theological truths). The major question is whether this gift is still in existence in the church today. However, taking prophecy in its broadest definition of telling forth the Word (rather than foretelling), many feel that today's ministers and preachers fill that role.

Dreams – God gives oracles in dreams four times in Matthew 1-2 and on the day of Pentacost Acts 2:17). It is again an open question as to whether that happens today.

Casting Lots – see Acts 1:21-25. Note that before doing so, the apostles prayed to God over the matter and had already used logical criteria to eliminate candidates that were not appropriate. Only then did they cast lots as a sort of “tie-breaker” between the two remaining choices.

Some would say that ever since the Bible was completed, God did away with all other forms of oracles
because they were no longer needed. In any case, the Bible is the only sure Word of God, and therefore
all other forms of supposed revelation must be subservient to it and tested by it.