By Train, Moscow
Info now taken from Lonely Planet website
Moscow has rail links to most parts of Russia, most former Soviet states, numerous countries in Eastern and Western Europe, and China and Mongolia. Moscow has nine main train stations, all with metro stations on the spot.
The Transmongolian train to Beijing departs from Yaroslavski Station (of of the 3 stations in Moscow)
You have to wade through an enormous crowd of people to get on the train.
It seems that half Mongolia must be on it
From Finland the best way is to take a train, it takes 13 hours and you spent a ride in a sleeping car, so it goes pretty easily.
A busy square with 3 trainstations is Komsomolskaya. Nice to stroll around here... Mention the different architecture of the 3 trainstations.