1) DAY 1 (12 PM) Go to port with car document & passport and get your vehicle put on the vehicle waiting list at the customs office, window nr. 7.
2) (2 PM) Go to the passenger ticket office to put your name on the passenger waiting list. The office is in downtown Aktau, 8 km away from port, at 5-29-1 (microrayon 5, building 29, appt 1 ground floor). Here you meet Katia. She is the only person you'll meet who speaks English. She will call you when a ship is due.
3) Wait for a call at your hotel. Ferries sail once every 4 or 5 days during summer.
I got a call when a ship named Mercuri-1 left Baku (30 hours before arrival in Aktau). I watched the movement of the ship on http://www.marinetraffic.com.
4) DAY 3 (2 PM) Pick up your passenger ticket at Katia's ticket office downtown at a cost of 21.900 tenge ($120).
5) (3 PM) Go to the customs office at the port, window 7 again. Here you pick up a bill of lading document for your vehicle.
6) Go to the cashier window in the same building. Pay 5.000 tenge ($27) to get your bill of lading stamped.
7) Take your stamped bill to the "Customs Information and Consultancy Office" window (same building) where you get a second stamp.
8) Go to window 10. The woman here will tell you at what time to come back the next day to get your third stamp. She can only stamp your document once the ship has arrived in port.
9) DAY 4 (6 PM) The ship arrives as planned. You go back to port and get your third stamp at window 10.
10) (8 PM) Get a fourth and final stamp on your document from the fire department, located inside the restricted port area. Take your document and passport, get both inspected at the guarded gate and walk 200 meters to an unnamed building near the dock. If you are lucky someone will be there and stamp your document (or you wait 2 hours until dinner break is over). By the way, the fire department doesn't inspect your car. They just stamp your document.
11) (9 PM) You park your car in front of the guarded gate until a soldier comes, inspects your paperwork and takes a quick look inside the car. He lets you go through the gate and you park your car near the ferry. You are not allowed on the ferry yet, or even stay in the car, so you go back to the waiting room in the customs office.
12) DAY 5 (1 AM) You are being sent through the guarded gate again where your paperwork is inspected once more. Now you go to your car and wait there.
13) (3 AM) A customs officer picks you up at your car and takes you back to the customs office once again, where you finally get your passport stamped and your picture taken. After being directed back to your car, you wait.
14) (4 AM) A ferry crew member signals to drive on board. Once on board he asks for your passport and tickets and a $30 'security' payment. It was quite unfortunate for him that all of a sudden my wallet had disappeared. I promised to get back to him asap (meaning 26 hours later, when Baku was in sight and a passport was needed).
15) On board you may have to share a cabin. The berths are quite short, 190 cm, which means that if you are taller you might prefer to spend the night on a couch near the former 'casino'. (btw, I used the tiny berths as an excuse to pay just $20 for 'security').
16) (1 PM) After another 9 (!) hours at bay we finally set sail for Baku. The Mercuri-1 is an old, rusty, dirty ship. Cabins have no airconditioning, private showers or even chairs. There are no deck chairs or benches and except for the bar and your cabin, there are no places on board to hang out. You can wander around as you please, but you are not allowed to stay in the hold or in your car for long, because part of the engine exhaust ends up in the hold deck, which makes the air both toxic and very hot. The bar serves some food which is neither good nor cheap, so bring lots of snacks. There is a limited amount of beer on board. but no mineral water, cans of coke or any other refreshments. This is an Azerbaijan state-owned shipping company and it shows!
17) Day 6 (7 PM) After 30 hours under sail the Mercuri-1 arrives at Baku port. You get your passport back and walk off the ship, leaving your car for now.
18) (7:30 PM) Azerbaijan customs check your passport, stamp it, and help you fill out and print a document on a computer terminal.
19) (8 PM) You are sent to another customs office where another form is being filled out. Here you must pay $20. If you ask questions as to why the payment, the highest ranking officer in the room will probably yell at you. Ask for a receipt before you hand over your money.
20) (8:30 PM) The customs officer gives my passport to a tall man in plain clothes with a hearing aid and a short fuse, who puts it in his chest pocket. He turns out to be the cashier from the shipping company and he directs me to the shipping office. Make sure to keep your cam ready because when you ask for your passport you will probably be yelled at once again.

21) (8:45 PM) I am being taken to the back of the same building where I must pay another $20. Again, no English is spoken here, except for the words 'bridge fee'. I signal that I first want to get my car off the ship before I pay any more 'fees'.
22) (9 PM) I drive my car off the ship. Two customs officers take a quick look inside before letting me through.
23) (9:15 PM) I drive past the shipping office, ignoring a frantically waiving bridge-fee man. Without encountering any more gates I get off the port area and into downtown Baku, where the bridge fee is gladly spent on the first good meal in 2 days.