It is not permited to cycle across the border with Mongolia, you must take a mini-van or jeep, should cost no more than $6 for you, bike and bags. In Zamyn-Udd vehicles leave from outside the train station and in Erlian vehicles leave from near the train station in and also from an area near the market.
We took highway 208 south from Erlian on the Mongolian border. It was an excellent road, fairly flat and very quiet all the way to Jining. Camping was easy to find near the road (although cover and shelter from the wind can be a problem - look out for small quarries, heaps of earth and scrapes in the ground). Be warned that cafes and places to stay are not as frequent as elsewhere in China. There is virtually nothing between Erlian and Saihan Tal, a distance of 125km. The road is pretty flat but very exposed to wind, which comes predominately from the west.
Note that there is a closed area surrounding the town of Toihutche about 55km north of Jining. We were caught and charged 250Y each. See Closed Areas in China.
We crossed in Inner Mongolia in November and the weather varied from warm enough to ride in shorts to -7°C during the day and driving snow. I would imagine that between December and March the weather is pretty extreme.
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