Hey and welcome to Peace Corps Mongolia!
I'm a volunteer here now, but I'll be leaving pretty soon after you arrive. You should check out the facebook page (if you're a facebooker) for an awesome packing list. But the essentials are easy enough.
Musts:
Family photos
Comfort items
Thermals (you can buy nice and cheap ones in country, but not everywhere; same goes for coat, socks, winter gear in general).
Sunscreen
Gifts for your host family (American trinkets, candy, headlamp, (really I think they'd appreciate anything)
Musts for most:
Computer
External hard drive
Camera
I really wish I'd had some bug spray my first summer. I lived in a ger and there were some very annoying biting flies. But most of the year it's way too cold for most bugs. So that's really only a summer issue. Peace Corps gives us bug spray, but not very much and not until about mid-summer. They also issue a water filter and a sub-zero sleeping bag. Both are too bulky for easy hiking though.
In Mongolia, the train doesn't go to very many places. It's an awful lot cheaper than flying and I'm lucky enough to live on the train line so I take it all the time. Flight prices are different for residents and for tourists, but once you've been here long enough you'll probably know how to explain to them that you're not a tourist and get the resident price.
Out of Mongolia, the train is still a lot cheaper, but it's slow. I haven't done any out of country travel, so I'm afraid I don't have any first hand experience. Most of the people I know who went to China took the plane.
If you have any more questions, don't hesitate to ask. I'll see you at the airport!
