The choice to travel directly from Moscow/Saint Petersburg to Beijing or to make stops along the way in places such as Siberia and Mongolia is entirely up to you and how much time you have available. If you choose to stop along the way you could enjoy a home stay with a Russian family on the shore of the beautiful Lake Baikal, the world's deepest freshwater lake, visit Ulaanbataar and discover amazing Mongolia before going to China. You also have the option to go to Vladivostok, which is the original Trans-Siberian Railway route and will see you arriving at the eastern most part of Russia.
The Trans-Mongolian Railway, the pride of Russia, goes across two continents, 12 regions and 87 cities. It is the longest continuous rail line on earth, each run clattering along in an epic journey of almost 10.000 km, over one third of the globe. A great part of the pleasure of such a trip is simply sitting back and watching the land go by. The Trans-Mongolian Railway is all about the physical journey. It's about being able to see the slow change in cultures as you cross several thousands kilometers by one of the oldest travelling methods of the modern era. It's about meeting the locals on their home turf and enjoying their hospitality wheter it be on the train or out and about on your stops. This journey is for people who are in no rush to get to where they are going. Even if you take the express connection from Moscow to Beijing it will still take you a minimum of 8 days, if all goes according to plan that is.
In other words, if you are thinking of doing the Trans-Mongolian Railway the only thing we can say is "Welcome to one of your life's most challenging adventures, remember to enjoy it!"