Aktau means "white mountain" in Kazakh, but it is a very young city that has little to do with historical Kazakhstan. Despite its lack of history, Aktau is the capital of the Region of Mangestau.
Mangestau translates roughly from Kazakh as "eternal mountains", although the region is actually home to the Batyr Depression - one of the lowest points in the world at 130 meters below sealevel. The region is also home to Sufi-pilgrimage sites such as Beket-Ata, Shakpak-Ata, Shopan-Ata and Masat-Ata, which exist due to Mangestau's location on ancient, but minor, land trading routes around the Caspian. The Mangestau region is principally populated by Kazakhs of the Aday Tribe, which is one of the "little brother" tribes in Kazakh history.
Aktau was created as a uranium mining town in 1961 and was named Shevchenko, after the Ukrainian national poet Taras Hryhorovych Shevchenko (Ukrainian: Тара́с Григо́рович Шевче́нко). The Soviets built a major nuclear power plant cum desalinization plant and the desert was transformed into a livable city. After independence, the Kazakhs renamed Shevchenko, and the city has become Kazakhstan's only port. Due to the large amount of oil and gas exported from Kazakhstan, the city has boomed and is now home to many new developments, which have stretched the infrastructure to its breaking point.
If you come to this city, you will be able to experience the paradox of large supplies of hydrocarbons, uranium and seawater coupled with frequent brown-outs and water shortages.
All trains arrive and depart from the Mangestau Station, about 12 km out of town. There is a regular 24 hour train service to and from Atyrau. There is also the option of a two day long train service from Astana, and a three day long train service from Almaty, passing through Shymkent two days after departing Aktau.
Most people fly to Aktau Airport, 23 km north of the center of the city. Given the taxi situation there, it is best to prearrange ground transport to the city. The cheapest way to fly to Aktau is with the decrepit airline SCAT from Baku at a little bit less than 100 Dollars one way. It is also possible to fly direct from Atyrau (SCAT and Astana Air several times per day), Almaty (Astana Air), Moscow (Transaero), Baku (Azerbaijan Air or SCAT), or occasionally Istanbul with Turkish Air or SCAT (both not possible to buy online).
There are occasional ferries to and from Baku, Azerbaijan. Ferries leave every 7-10 days, but nothing about the port is set up for passengers.
Aktau is the type of city U2 may have been talking about when they sang about a place where the streets have no name(s). The city is divided up into largely unlabeled and chaotically numbered districts (including district 9). These are called "micro-raion" in Russian, which even Kazakhs use to describe them in Kazakh.
There is an old MIG plane on a pedestal just down the hill from the Asian-themed World War II memorial. At this memorial, an eternal flame burns under a circle of partial-white arches, which are reminiscent of a yurt. Across from the memorial, there is a drama theater with regular productions in Russian.
Just south of these structures, on Aktau's middle north-south thoroughfare, you will find a collection of restaurants, night clubs and shopping centers. A well-appointed grocery store, movie theater and night club are in the Ardager shopping complex (district 9). Beyond that, in the furthest shopping center to the south is "Shoom" (ШУМ)(district 2), which has a large variety of low-quality stores.
To the north, in district 16, you can find Aktau's new mall. The mall includes a very small ice-skating rink, movie theater and a number of low and high quality shops (low quality children's clothes on the top floor, Hugo Boss on the main floor). The mall includes arguably the best deal in town for food at Asorti on its top floor.
District 10 has little of note, but it serves as a great viewing point of the huge frescoes, which cover one side of decrepit Soviet apartment buildings across the main street in district 11. The frescoes depict various "national fathers" of Kazakhstan, and rumor has it that current president Nursultan Abishuly Nazarbayev is keen to have his picture painted in a similar fashion. At the moment, he is making do with an enormous banner draped over an apartment building on that row.
The beaches of Aktau have nice water, and you are allowed to swim anywhere. However, the amount of glass on the beaches can make your beach experience dicey in many locations. Usually, the locals stick to the beaches below the Renaissance. Behind the beach-side grills and clubs there, the beaches are fairly clean and sandy.
Unfortunately you cannot kick back just anywhere on the edge of the Caspian, or around the town for that matter, and down a sunset drink. You are not allowed to drink alcohol outside of these beach-side bar and grills, although there are absolutely no signs to warn you otherwise. The local police take advantage of this situation and the general fear that many tourists have for police. If you are caught drinking, they only want 1000 Tenge as a bribe, even if you don't speak Russian or Kazakh. Most of the locals drinking on the street are ignored by police or pay the small bribe.
Aktau is home to prices that are high, even by Western European standards. Quality electronics, clothes, western-style foods, hotels, entertainment and gyms are readily available. However, all of these are marked up anywhere from 100 to 300% above American or German prices. It is best to go local in Aktau and/or buy anything of any consequence before you come.