Use the CIS Railway Web site (see Resources below) as your travel resource when choosing to book train travel to China. There is information at the site that offers tips on how to book your tickets when traveling into and through Kazakhstan.
Contact a travel agent for discounts when booking your train travel. They often have up-to-date information on travel changes, which can occur frequently in both Kazakhstan and China (particularly during inclement weather seasons).
Invest in a dedicated tour of the Silk Road. Many travel companies will help you book train travel from city to city along the trade route itself.
Head south from Astana to Almaty, the former capital of Kazakhstan. Even though Astana is the current capital and serves as a major transportation hub, it's actually easier to reach Urumqi in China via Almaty.
Prepare to spend at least a day in transit just to get across the border--longer if you're continuing on to points further east.
Head directly to Beijing from Almaty in about 5 days. The direct train is actually a lot of fun for international travelers. Locals on the train are notorious for being warm and boisterous. They can invite complete strangers to eat and drink together.
Stop in any number of cities along the Old Silk Road. Urumqi is the first stop for many entering China from Kazakhstan, as is Lanzhou and Xi'an.
Make your final stop Beijing, China's capital and the best place to find connections to destinations throughout the rest of the country.
Travel first class from Almaty, especially when taking a direct train into Beijing. It's a long ride to be sitting in a coach seat. At $200, it's worth it for privacy.
Get to the know the locals by taking a coach seat on the train to China. Coach seats are inexpensive (about $90), but you won't have as much room to move, especially during crowded travel seasons (summers, in particular).
