Hikari Shinkansen trains from Tokyo Station to Shin-Osaka Station take about 3 hours and cost ¥14,250; the trip to Kobe from Tokyo takes 3½ hours and costs ¥14,900. The Nozomi Shinkansen trains cost a bit more and are about 30 minutes faster, but you can't use a JR Pass on these trains.
Nara can be reached from either Osaka or Kobe, but there are no direct trains from Tokyo. From Kintetsu’s Osaka Namba Station, Nara is 42 minutes by Ordinary Express train (¥540), which leaves every 20 minutes. The JR Line rapid train from Tenno-ji Station takes 36 minutes and costs ¥470; from JR Namba it costs ¥560 and takes 50 minutes; from Osaka Station it takes one hour and costs ¥720.
From Kobe, take the JR Tokaido Line rapid train from San-no-miya Station to Osaka (around 25 minutes) and transfer to one of the trains listed here.
The Kansai Thru Pass offers unlimited travel on many private railways, subways, and buses and discounts at more than 350 tourist sites in Kansai. It can be a good choice for people doing a lot of sightseeing in all three cities, but at ¥4,000 for two days (¥5,200 for three) it is not a good value for visitors with JR Passes or those who plan to stay mostly in one city. Passes can be purchased at the main Tourist Information Centers in Osaka and Nara.
Kansai Thru Pass (スッルッと関西). スッルッと関西 www.surutto.com/tickets/kansai_thru_english.html.