Like many train stations in France, this place looks dirty (I'm sure it is)...but you will only have to be here, if you have a train to catch (DUH!). It's the fastest way to get to Nice and other cities. If you're taking a local train, there is no need to buy in advance. Instead of queueing and buying your ticket at the counter, use those ticket machines. One-way single ticket to Nice costs 6€10. SUMMER TIP: if it's summer and you're planning to buy a return ticket, prefer buying "carte isabelle", which costs 12€ - do the math! - it's basically an unlimited single day train ticket (local trains along the French Riviera and Ventimiglia, Italy).
If you need to go to the loo, the WC in the station doesn't have a lock, so you'd better have someone to guard the door.
If need tourist information, there's a small tourism office just outside the station (left side as you leave the station).
The station in Cannes is in rue Jean Jaures, which runs parallel to the sea front and the Croisette about three or four blocks inland. Its about one kilometre walk from the port - around 15 minutes walk. As you leave the port follow the sea front past the Palais de Festivals with its famous red carpet, impossible to miss , and then take the next but one turn inland - rue de Serbs or rue de Belges - this will take you to the station - also impossible to miss.
The train to Monaco takes around an hour, and they are frequent - two to three an hour - but there are often small delays so don't get excited about exact times - just take the next train, bound for Ventimiglia - stopping at all stations. Some trains bound for Nice will be TGV - long fast "bullet" trains that make fewer stops, but these require a pre-booked seat reservation (extra charge) and train guards can be picky about people using them without a reserved ticket ( despite being empty!) You could take the chance to cut journey time and change at Nice -but preferably just wait for the next ordinary (TER) train.
The fare will be somewhere around 12 euro return. Expect a long wait at the station ticket desk - its often better to use a chipped Mastercard or Visa card in the machines, though they take some figuring out. The ticket desk is simpler, but tends to be used by people who have lots of questions and itinerary complications - fifteen minutes is not unknown!
Good luck and welcome to the wonderful world of French railways.
The main rail line goes east to Monaco, Menton, Italy and the rest of Europe, with local-line stops at Antibes and Biot. To the west, the line goes to Marseille, Lyon and Paris, with local stops at Frejus.
We were based in Nice during our stay in this area and we took one of the regular trains to get to Cannes. It's a nice leisurely trip and takes about half an hour. The carriages were old fashioned in that there were cabins for up to six people.
Getting from Cannes to Nice is simple, and you have several options.
The direct bus from Nice airport is direct and quick - about 40 minutes. It cost EUR 14 in December 2006. Downside: the trip itself is terribly ugly, along the Cote d'Azur's most horrible inland highway, and you can easily find yourself caught in traffic. Also, the bus deposits you in the middle of a busy intersection downtown, a good 10-20 minutes walk from most hotels. I looked for a taxi stand, but could not find one.
The train between Cannes and nice takes about the same time, and is a little cheaper - about EUR 4, although you will spend EUR 4 on the express bus from Nice Airport to the train station. A direct route takes you about 30 minutes, a more scenic route 40. There are lots of stairs at both train stations and few elevators and escalators. The Cannes station is in a rather ugly part of town - avoid at all costs the restaurants by the station - but it is closer to many of the budget hotels.
French Riviera has very good and inexpensive train connection. From Villeneuve-Loubet Nice is 20 min. by train; Antibes 15 min, Cannes 20 min, Eze 40 min, Monaco 1 hour, Ventimiglia 1.5 hour.
Beware though that railroad workers go on strike once a week or so; if you plan to visit distance town – check with your local train station in advance.