by train to Vienna, Vienna

City Night Line is a very comfortable night train. You can book a reclining seat, a couchette or a complete bedroom. We had booked the reclining seat, it was a lot more comfortable that for example a seat in a plane. Pillows and blankets are provided. Since the train only stops in some stations to let people on or off, you get a few hours uninterrupted sleep at night. The conductors make notes where people want to get off and come to wake them in the morning.
You save a night in a hotel and you can save a lot a money, if you book one of their specials. We paid 29 Euro each, now - February 2006 - they have an offer for 19 Euro.

If you are looking for easy and quick access from the airport to downtown Vienna (Wien-Mitte) or vice versa, then the City Airport Train (CAT) is the way to go. Non-stop in only 16 minutes, every half-hour, easy, fast, comfortable and no traffic jams...(it costs only $9.00 euro (approximately $11.00/USD) and you can pay by cash or credit card). Also, if you are flying Austrian Airlines (or any Star Alliance Partner), you can check in at the Wein-Mitte station.

The City Airport train leaves at 07 and 37 minutes past the hour - a return ticket is EUR 15 and takes you to Wien Mitte (Landstrasse). The service is comfortable, but pricey. A cheaper way is to get the Schnellbahn (EUR 1.50 to the edge of Vienna and then a daily/weekly/monthly pass will cover the rest of the journey for free).

Train tickets from Budapest to Vienna are 9860HUF pp or approximately 36euros pp. The ticket is also good for 2 days of public transport in Vienna upon arrival which I thought was a good addition although I don't know if the same applies if one is going to Budapest from Vienna. I wouldn't buy my tickets online instead I bought my tickets the day before I left. Trains leave every 2 hours from Keleti Station, which is on the M2 line of the Budapest metro. The train stops at Vienna Meidling and Westbahnhof stations. The train ride is approximately 3 hours.

I spent ages trawling the internet for a way to buy train tickets to Vienna in advance and have them posted to my home in the UK without any luck. A friend mentioned the Czech Railway Tickets website, where you can book online. You don't need to navigate foreign websites or complicated journey planners. The timetable is there to browse and you can book in a few clicks. The price was reasonable and my tickets arrived in the post just a couple of days later. I'd definitely use them again.

The best and cheapest way to get from the airport is with the regular (S7) train and NOT the CAT. There is no real advantage to the CAT. When we were there (July, 2010), the train cost 3.60 one way per person whereas the CAT cost about 10 Euros. The CAT advertises a 16-minute non-stop trip in 1st class conditions. Big deal. The S7 is just as frequent and takes half an hour and stops a few times along the way. IMHO, not worth the triple price.

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At some Vienna trainstations are lockers:
Wien Westbahnhof: before waitingroom at upper (platform) level, at lower level next to escalator and at plattform 1 (oebb german website: Provisorium Gleisgeschoss vor Warteraum, Provisorium Untergeschoss neben Rolltreppe und am Bahnsteig 1)
Wien Meidlng: In the western pedestrian tunnel, opposite platform rising 6 / 7
Wien Franz-Josefs-Bahnhof: main hall

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The main railway station of Vienna is the Wien Westbahnhof (see website below), where trains will arrive and leave Vienna from different parts of Austria and beyond (other countries in Europe). This railway station is convenient located within the city.

When travelling within Austria and other parts of Europe, the train is one of the best and cheapest way of transportation. If you are visiting various destinations, then it will be cheaper and more worthwhile to get the Eurorail Pass (http://www.eurail.com/).

For Austria, the OBB is the main railway company of the country and the trains are very clean, modern and staff are friendly. More information on the various OBB routes and other information are at http://www.oebb.at/en/index.jsp