The process of acquiring a visa for Turkmenistan is relatively straightforward.
1. Get a letter of invitation from a local tour company (if you go anywhere other than Ashgabat then you must have a guide)
2. Fill out the form from the embassy website
3. Email them to ask how much the fee is (because publishing it would be too simple)
4. Convert the US dollar fee into pounds and round up (because they only quote in dollars but only accept whole pounds)
5. Send your passport, the form, the letter, two passport photos and the cash (because this is a cash only transaction)
6. Sit back and wait.
About 10 days later your passport comes back either with a visa in it or not. If it's the latter then no reason is given but you're welcome to try again. Fortunately my application was accepted so I'd had my visa for about 6 weeks before I got to the border to exit Uzbekistan and enter the mysterious nation of Turkmenistan.
Leaving Uzbekistan was easy. Fill out a customs form, hand over your passport with a registration slip from every place you stayed along the way (something you are told is vitally important), watch as the guard ignores all the registrations slips, and you're pretty much on your way. Apart from the other passport checks that seem to happen every 10 metres until you reach no-mans-land.
Getting into Turkmenistan was not so easy. In a group of 20 or so mixed foreigners it took over 5 hours before we met our guide. That time included the staff all going for lunch for an hour after processing 3 of the group, several near arguments with local queue jumpers, having to explain to a guard that yes I did work in IT but no I'm not a hacker, having bags searched for illicit narcotics (including ibuprofen which is on the banned list), and at one point the guy stamping the passports getting the hump and just walking around the office holding a passport for a few minutes just to delay us further. Then it was only the obligatory short walk and additional check of the passport (to make sure that the other guys hadn't messed it up) and we were in.
Welcome to Turkmenistan!