In hindsight, there are faster and cheaper ways of getting to Almaty (our train took 36 hours). These include the overnight buses which travel through the Khorgas pass, or a bus/taxi to the Khorgas pass, walking across, and a bus/taxi to Almaty. One lesser known option but highly recommended by the Alashankou border guard is a train from Ürümqi to Alashankou (departs everyday), crossing the border by foot, and then taking a shuttle bus to the Kazakhstani border where a train meets you and takes you to Almaty 6 days out of 7 (100 RMB for the train to Alashankou, unknown (but low) amount to Almaty). All of these options are significantly faster and cheaper than the international train, which takes upwards of 6 hours to switch gauge. All of these options also run in winter.
Regardless, the train was an enjoyable if slow experience. The carriages were Kazakhstani metal. Bring your own food as there is no canteen car! There is power in the carriages. The border crossing is a different experience; I was interrogated individually for 2 hours by Chinese border patrol, holding up the train in the process. Be prepared to have all of your pictures gone through, and your documents meticulously inspected item-by-item. Anything deemed “not Chinese” will be taken, such as a Lonely Planet map book showing a picture of Taiwan. Although admittedly the interrogation was friendly, it was quite persistent. Also, delete or encrypt pictures if you do not want them taken; besides checking for pictures for export, I found out later that land crossings in Xinjiang practice counter-espionage, where they take any pictures military/infrastructure related from other countries and copy them off of your SD cards.
The international train will arrive at Almaty-2, north of city center.
The flat Kazakh steppe
Kazakh train official
Inside of a carriage