These days' you have a choice... if you want to see beached boats and endless km's of former sea-bed, then Moynaq in UZ is the place. If you actually want to see the sea, the area NW of Aral (Aralsk) or around Kokaral (SW of Aral) is the place. It's a 100km diversion from the M32 to get to the Kokaral Dam (interesting spot) or 40 odd km's from Aral on sandy tracks.
Assuming you get a Turkmen transit visa, you can actually enter Kazakhstan close to the shore of the Caspian, south of the town of Zhanaozen. I don't know the road conditions however.
The border north of Tashkent (Zhibek Zholy (KZ) / Gosht Koprik (UZ)) Is reportedly open once again to foreigners, though I have not crossed it since 2007.
Daniel
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