Merv is such an extensive site that I don't know how I would have visited it on my own. Probably hire a taxi and be transported from location to location. The thing about Merv is that it holds the archeological remains of 5 cities, built next to each other during different periods in time. There's a small museum near the entrance where a model of the total area can be seen, and how the different cities are positioned.
The first real sight in the park is the Mausoleum of Sultan Sanjar. It has been almost completely restored with the help of Turkish funds. This is the building that you will see in the distance over and over again from different corners of Merv park.
The next stop is at the "Forbidden City". These are just the remains of walls. We can go on / in it, without being limited to certain paths. Our obligatory Turkmen guide only is a bit worried about stray dogs (we didn't see any). On the ground lie lots of bits of coloured tiles. The Turkmen authorities haven't even begun proper excavations here.
The Erk-Kala is the oldest city ruin. Nowadays it is 'just' a large hill (somewhat like a tell?) on which you can climb and look out over the adjoining little oasis.
At Gyaur-Kala only some walls remain. Our attention here is mainly drawn by the resident camels that are roaming around in this part of the park.
Finally, we go to Kiz Kala, the remains of two palace fortresses. These are still quite intact. Also, some of the original architectural features of the interior can still be seen.
Merv is so large that you will not encounter many other people at most of the spots. Busiest is the mausoleum of Sultan Sanjar, especially popular with local visitors so it seems.