Rikki: Your planned trip sounds fantastic. I assume the vehicle would be registered in your name. If so I don't see why you'd have any more problems than someone with a vehicle registered in any other country. As long as you get the appropriate visas/carnets, etc. you should be fine. If it's not in your name it could cause trouble (did you steal it?, etc.).
Before you leave Mongolia get certified translations of the Mongolian registration documents into every major language you think you might need along the way. Certainly Russian, Turkish and English. Maybe French?
As you get farther from Mongolia you might have to keep an atlas or world map handy so you can explain to border officials that yes, Mongolia is a country, and show them where it is. I occasionally meet people who think that Mongolia is just a part of China.
Scott
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