If you plan to travel from city to city extensively check out the Eurail Global Pass which lets you travel in 18 European countries for any 10-15 days within a 2-3 month period (depending on the plan you get). Prices will run you about $700 for unlimited travel. Consider also, less hassle in airport security and cheaper that taking multiple short flights. (It’s also better for the environment).
Many Eurail offers also include hostel, dining, and museum discounts with the price of a ticket or pass. Train does take longer than flying so make sure your video iPod is prepared, you’ve got the essentials, and have read up on international faux pas.