The way from Ulanbataar to the Chinese border is quite long as it is over 600km and takes an overnight train to reach.
There are two ways to get to Beijing by land without owning a vehicle: the first is to hop on the Trans-Mongolian train, sit back and relax, the second one is to get a train to Zamyn-Üüd, get off, try to bargain a taxi over the border and then get on one of the many buses heading to Bejing from Erenhot (or Ereen for short).
As one can expect, the former option is easier but much more expensive, while the latter requires a bit more effort (and adventure) but can be as much as 3 times cheaper (around $80 instead of over $250).
I picked the adventurous option as it sounded thrilling and interesting to cross the border this way, as well as saving a good chunk of money.

Even if this method can be difficult and stressful, it went quite smoothly for me, as a bus driver actually offered the border-crossing for free.
Ereen is located in the Sino-Mongolian border and is a common stop for people travelling to or from Mongolia. From the very first moment across the border, you can already feel that you’re in China.
This was only a short stop as an overnight bus would eventually lead me to the capital: Beijing.