Today I tried to book a train ticket from Beijing to Ulan Bator. It's not possible to officially book the ticket more than 45 days in advance, but some sites, like russiantrains.com, will take your money and guarantee you a seat once it's available. In this case, 'seat', means 'bed'. It's a 29 hour journey, and in all classes you get a bunk to sleep in.
There's only a couple of trains a week between Beijing and Ulan Bator, so it's one of a few tickets I'm booking in advance. The Chinese government also likes to have some proof that you're not planning to sneakily stay in their country, so having an obvious exit ticket will help with getting a Chinese visa. So all my plans right now depend on the Beijing->UB ticket, and that's blocked on a bug in the russiantrains site that converts all addresses to replace the city and country with "Beijing, China". Rather than have my tickets sent out to Beijing, NY 11231, China, I've mailed the company to ask whether they might be doing it wrong.
I'm looking for a second bit of information too, which is whether it's possible to extend a Russian visa. I'd like to spend a couple of weeks in Russia, then travel around Kazakhstan and Uzbekistan a bit before taking the train back to Europe and deciding what to do next. Even a double entry Russian visa wants you out of the country by 30 days after you first entered though, and that's not enough time to get to Almaty (three days on the train!), give any sort of fair time to Samarkand, Bokhara and/or Khiva, then get the train back from Tashkent (another three days!). If the visa stuff isn't doable, I guess I'll go look at Belarus and Ukraine instead, but I've gotten pretty excited about reading about Uzbekistan and the Silk Road, so it'll be a bit disappointing. I've asked the good folks at the lonely planet forums what they reckon I should do.
So, waiting, waiting. Once I know a bit more, I'll book the start of the Trans Mongolian train, and I'll apply for a Russian visa. 52 days to go.