Believe it or not, I've been to Ulan Bator, in 1990. Unless things have changed drastically, there are only really train routes between the north and south of the country. There aren't even real roads in the north for the most part.

However, if you want to see one of the wildest places in the world, go to Mongolia. There are really people on horseback in flowing robes. I had the opportunity to spend the night in a Yurt by a fire listening to chanting in Buryat and Mongol. Beware of Yak's milk tea, though. Nothing like a little yak butter, milk, blood, tea and salt to turn you green.

There is a road, however, going from UB to Ulan-Ude in the Buryat Republic in Russia, then on to Irkutsk, skirting Lake Baykal. This country side is heartstopping.