Atyrau (population170,000), 30km up the Ural River from the Caspian Sea, straddles the Europe/Asia boundary. The cheapest sleep is the Komnaty Otdykha, entered from the train station platform. It’s basic and short on security, but clean, and half-price for less than 12 hours. The central Ak Zhaik Hotel has comfy rooms and a slew of facilities including a British-style pub.
This city of 370,000 has experienced an influx of oil and gas companies and an accompanying facelift. Hotel Ilek, two blocks from the train station, has a range of accommodation starting with small but neat and clean 'standard' rooms with private bathroom. Top digs are at the modern, well-run Hotel Dastan.
The stony deserts of Mangistau region stretch 400km east from Aktau to the Uzbekistan border. This labyrinth of dramatic canyons, weirdly eroded, multicoloured rock outcrops, mysterious underground mosques and ancient necropolises is only beginning to be explored, even by archaeologists.