Between CAIRO and LUXOR: 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 airco can make it quite chilly. N.B. From Luxor this train goes on to Aswan; this takes another 3-4hrs.
If going to other parts of Egypt you'll probably leave via either Ramses station or Giza station. We caught our overnight sleeper train to Aswan at Giza station. Pictured is our group and our mound of luggage.