Hi Everyone, I posted the original question on this thread and I have just obtained my visa in Ulan Ude yesterday so I thought I would share the experience. When you get to Ulan Ude the Mongolian Consulate is right opposite the Hotel Buryatia on the hill (very good and cheap hotel also) look for the Mongolian flag on the rooftop. Visa times are 10 to 12.30 and 3 to 5. I arrived with a Korean friend at around 10.30 and it was a very simple process.
(Don't forget your Passport and a passport type photo).

You go to a room at the back and fill in a single form back and front, you don't need a host in Mongolia just write a hotel or as I did the Oasis Guesthouse. Stick your passport photo on the form, they supply glue and scissors. You then take it to the cashier just near the entry and pay. Then once paid you take the application form and the receipt back to the original office and hand it to them, they will tell you a time to return depending on if you paid for the urgent approval. Don't do as I did and take the application form away with you.
I am travelling on an Australian passport and my friend on a Korean one but the process and cost etc were the same. I paid $70 US dollars for an urgent process which takes 2 hours (it took me longer because I took the form when I shouldn't have) this was less than half the price of applying in Australia and a much better turn around time, I had an approved visa in 4.5 hours. My Korean friend paid $25 US for the normal time which is 3 days. As I said it is very easy and the staff are very friendly and helpful.
Ulan Ude is a great town to visit, good chance to recharge and either head to Baikal or Mongolia.

Paul
Blog at www.livinthedreamtoo.com