Visit the "Way to Russia" Web site (see Resources below) to buy tickets to Kazakhstan. Click the quick link called "Russian Trains Timetable" just under the title bar. That's where you'll find the scheduling and reservation options.
Buy a ticket first to Saratov, a major crossroads along the Silk Road route. From Saratov, you can easily find a train heading into Kazakhstan.
Connect to the interior at Yaisan, one of your first stops within Kazakhstan. It's about a three-day journey from Moscow. From here, you can transfer to trains heading either to Almaty or Astana.
Choose a Sleeper car (usually $300 or more per person) if you can. The distance traveled is several thousand miles and takes at least five days. Unless you make several connections that include accommodations along the rail, you'll likely become uncomfortable.
Choose a couchette in a situation where you can't find an available Sleeper (usually about $200 or so). This way, you'll at least have a bunk to sleep on during the long nights.
Spring for first-class seating, at least during train travel from Russia to Kazakhstan (about $100 to $150). You won't have a bed, but you'll have a better chance at a good night's sleep with the added leg room.
Travel to Astana, the capital of Kazakhstan, one of the primary tourist destinations in the country.
Continue further south from Astana and head to Almaty, the largest city in Kazakhstan and the former capital. (The capital moved to Astana in 1998). There are tons of tourist opportunities here, from bazaar-shopping to historic museums.
Visit Baikonur on your way to Astana or Almaty, roughly in the center of Kazakhstan. Baikonur is the Russian equivalent of Cape Canaveral, the primary space exploration hub for the former Soviet Republics.
