I wasn't using the bus-system way too much, but it was in good use when I was going to the stadium on the matchday.
Normal italian-styled buses, but remember that they were actually checking the tickets both to and from the stadium. So make sure you buy the tickets, otherwise you'll be stranded out at the stadium, which is the same as a really long walk back to the city...
Buses in Udine are numerous and very frequent. The line 1 passes every few minutes.
On many buses you can read "don't pollute, use the ecological bus".
You can reach Udine from Venezia or Trieste with "regional" (R or REG) or "interregional" (IR) trains, as well as from Vienna with Eurocity trains.