For an epic adventure, I'd suggest thinking about your 'must-sees' first, then plotting a logical route. For example, if you love history, maybe Italy, Greece, and Croatia? Or if art is your thing, Paris, Amsterdam, and Florence? Trains are usually the most comfortable and efficient way to travel between major cities. For budget accommodation, look at guesthouses or smaller hotels slightly outside the main tourist zones. Also, remember to check visa requirements if you're not an EU citizen!