With rough price estimates. Helsinki (a bus, 39€) ⇒ St.Petersburg (a train, 260€) ⇒ Irkutsk (a local train, 2€) ⇒ Slyudanka (a minivan, 2€) ⇒ Kultuk (hitchhiking, 0€) ⇒ Arshan (a bus, 12€) ⇒ Ulan Ude (a bus, 22€) ⇒ Ulan Bator (all expenses paid minivan tour, 190€) ⇒ Gobi/Dalanzagarad ⇒ Ulan Bator (a train, 15€) ⇒ Zamyn Uud (a bus, 6€) ⇒ Ereen (a sleeper bus, 20€) ⇒ Beijing.
Total for Helsinki-Beijing excluding the Gobi tour: 378€. It could be done a lot cheaper, but I was not prepared to make some comfort sacrifices just yet.
Some words should be said about sleeper bus to Beijing. It is like a giant dorm room on wheels: no seats, just a bunch of two level horizontal beds in three rows. Must be the most comfortable way to travel by bus I’ve experienced so far. I managed to get a decent sleep, which allowed me to explore Tiananmen Square before the sunset upon arrival and witness the daily Flag Raising Ceremony. It is one of those things you have to see only once, but I guess it had to be done.