What is a good budget hotel near the train station?
Myself, I do take Rick's advice and stay in Haarlem. Have stayed At Hotel Amadeus, Ambassador City Hotel, and the Hotel Carillon; all in the 100 euro or less range, all good hotels. Train in is less than a half hour, you can go in, have your fun, then do a relaxing evening in Haarlem.
Amsterdam is a great city for Priceline bidding. We got a 4 star hotel for a $71 bid.
There's an Ibis hotel connected to the station. Also, across the street near the Victoria Hotel is the Flying Pig Hostel. Just a short walk away in the Red Light District is where a lot of the other budget accommodation are clustered:
RLD