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[[Camping]] is great in Mongolia. It's legal to camp anywhere. You can filter water from springs and lakes, or ask any of the locals for some of their boiled water. It's a good idea to stock up on fruit, vegetables and any essentials in Ulaanbaatar. The train stations at Sukhbaatar and Darkhan stay open throughout the night. If you're stuck in those cities without a place to sleep in the winter they both have heated seating areas. The main station in Ulaanbaatar however closes after the last train leaves (not sure exactly when but surely before midnight) and does not reopen until 5AM.