There is no requirement now to kill Yogg-Saron before you go and kill the celestial Algalon now, you can just go straight to him and kill him. When the raid first came out, when you killed Yogg-Saron, you could go on and kill Algalon if you had done it on heroic. Ulduar stands out from the others because it is high in the air and you will need a flying mount to get up there or a Warlock to summon you. The Island where the entrance to Ulduar is located has two dungeons, one either side of the island to where the raid is located. Unlike in Karazhan, you will need to clear all the other bosses before you can get to Yogg-Saron and hoping the mount drops. The machine is in three parts, the top part, the head becomes a mount that can drop on the final boss, Yogg-Saron.
One of the bosses, Mirimon builds a mechanical machine as he fights you. The mounts looks similar, just a different colour for each one.
There are two mounts that can be had for doing all the 10 man and 25 man achievements.
