Never been, but I have a funny story. Waaay back in 1994, I saw an ad for fishing Mongolia. I had just moved to Guangzhou, China, so figured airfare to Ulaanbaatar would be reasonable. This was a bit before it became a Big Deal. Total price for a week was $1700 not inclusive of air fare but I'd be staying in yurts during the trip). I sent for more information, and got a packet back from some guy, who basically said, First you send me $850, then Colonel Batzorig (I still remember his name and yes, he was supposed to be a colonel in the Mongolian Army) will meet you at the airport. You then give him the other $850, cash, and he'll be your guide for the week.
It seemed way too sketchy to me, so I decided against it.