I travelled through Turkmenistan a few years ago as part of the Mongol Rally and can honestly say that what I saw of Turkmenistan was a hell hole.
I know this is an unfair generalisation but if you do a bit of reading into the place you will be surprised at how much of a police state it is.
There are literally microphones badly disguised and hanging from trees in local parks (I didn't believe that until I saw it for myself). All hotel rooms are supposedly bugged as well.
The bureaucracy and corruption at the border is excessive even for that part of the world.
Internet access is forbidden unless you got to a state run internet cafe and hand over your passport while you're using it.
Mobiles don't work for international calls and text messages only go through 50% of the time.
Granted this was in 2009 so maybe some more reforms will have happened by now.
I didn't managed to make it up to the Door to Hell as it was a good couple of hundred miles out of my route and we had run out of money by this stage owing to the corruption at the border.
There are no cash machines and the only way to get money was through Western Union transfer.
The people seemed relatively friendly but no one really wanted to talk to you openly for all of the above reasons.
Definitely not a place i'll be revisiting any time soon!