Most of the major railways will have connections to local mass transit. But it pays to find stations that have the easiest connections.
For example, you might exit your train at a station that appears to be close to your hotel, but find mass transit connections are far less convenient than those found at the much larger station a few miles further down the line. It can work the other way, too: sometimes exiting in a huge rail station means lots of walking across multiple levels of busy walkways to make the same connections you could accomplish more easily at the smaller station.
How do you know which situation applies to your train travel? Search for mass transit maps online and ask the people at your intended destination about the logistics of making a connection. It will save time and perhaps money. Most importantly, if you make the right choice you'll be more relaxed on arrival.
