Hi Dan,
We're currently in Pakistan and have come through the same way as you in the last few months. We're also UK passport holders and left the UK with just China and Pakistan visas so got the rest en route.
We did as follows:
Europe: no problems, anything required is done at the border (look into green card/insurance though)
Turkey: got at border €15 plus €10 for 3 months insurance.
Georgia: all done at border - didn't pay a penny
Azerbaijan: applied in Istanbul, dead easy - never asked for an LOI so didn't get one) - definitely get to the customs in Baku before your 72 hours is up. We ended up parking our bikes in customs, and then coming back a few days later.
Turkmenistan: applied for transit visa in Istanbul (took 20 mins) and arranged to pick up visa in Baku. Definitely the best way as means you don't have to specify date (it starts when you land). Make sure you allow 3 weeks between application and pick up. No LOI required.
Uzbekistan & Kyrgyzstan - applied for both in Istanbul (Kyrg let us take passport away for other apps). No LOI required. Note, do NOT overstay your Uzbek visa - they got very funny when we needed to extend after they closed border at Osh. Kyrg extensions are dead easy, 3 hours and $20 for 30 days.
Kazak - applied in Tashkent - took 2 days, cheap.
Can't comment for Russia, but we haven't needed any LOI's or agents. All been pretty straight forward. Even Pakistan (some in our china crossing group didn't have their Pakistna visas) was easy despite a recent ruling that you can only get Pakistan visas at the embassy in your home country. We just rode to Sost and they gave them no questions asked for $24 for the month. Way cheaper and far less hassle than we had doing it in London!!
Hope that helps. If you want any extra info, go to our
blog where I've tried to record visa/border info as we've gone. If you've got any other questions though just get in touch.