Turkmenbashi is Turkmenistan's only major port and the end of the line for travellers heading on to the Caucasus via the ferry to Baku. There’s nothing much to keep you here for any length of time, but it’s a pleasant and friendly town with a more Russian feel than most Turkmen cities and an enjoyable Caspian Sea location. Budget travellers should overnight at the Hotel Hazar, while midrangers should head for the Hotel Çarlak, both of which are in the town centre.
From the Turkmenbashi ferry terminal there are frequent untimetabled cargo ships to Baku in Azerbaijan, most of which take passengers (approximately US$100 per person), although there’s always the chance that there won’t be a departure for several days. Bring all the food you'll need for the 24-hour crossing, and be aware that you may have to wait up to 48 hours or more for a departure, so be prepared to wait (and if your visa is about to run out, you'll need to wait onboard the ferry, having exited Turkmenistan).