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European cities by train ... how much should I plan ahead?

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I've been to Europe a few times and covered most of it one way or another, usually in organised tours or by leasing cars. But there are a dozen or so cities that I've not seen which I'd like to. So I thought I could put together an itinerary and do most of my travel by train, something I've not done before. I like the way trains get to the centre of the city, rather than wasting time with shuttles from airports out of town. (And car hire and big cities don't go well together.)

I'm tossing up whether to plan it all and book hotels and all my train tickets months in advance. Or just book my first hotel then buy train tickets as I go, maybe booking hotels a day or two before from my tablet.

A drawback of planning it all ahead is that if I want to stay a few extra days in one city (or leave a day or two early) I won't be able to. But if I do little or no advance booking, will rail tickets be more expensive, and will there be times when trains are booked out?

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