Take the First Class train. This is just as quick (approx. 10hrs) as the Sleeper Train and a lot cheaper (EGP60 oneway). Buy your ticket at least a day in advance if you can. The guy at the ticket window takes his time and doesn't care if you're in a hurry to catch the train... The 1st Cls train has comfy, reclinable seats that can even be swiveled to sit opposite each other (e.g. if you're a group of 4). Bring a sweater or cardigan; the aircon can make it quite chilly.
From Luxor you can take the train to Aswan or to (or in the direction of) Cairo.
To Aswan is a ride of three/four hours. We reserved for the early morning train in a second class airco wagon. They served tea and sandwiches.
Departure times and fares change, so check at the station.
A bit prosaic for my first tip on Luxor, but transportation is a necessity of life to a traveller;))
So, there are not many railway links in Egypt, but Luxor is right on the principle one, linking Cairo and Aswan. Trains are quite comfortable and though this trip is more expensive than by taking the bus, it's
confiderably safer, both in terms of accidents (though a terrible one happened in 2002) and in terms of terrorism.
As soon as you pay your admission fee at the gate of the Temple of Hatshepsut or the Valley of the Kings, you're asked to board a tourist train that'll take you closer to the sights.