side trip to Xmas market from Nuremberg

We go over to the markets almost yearly.
Nuremberg is one of our favorites and I'd say you need at least 2 full days there. Don't miss the 3 Cathedrals - they are worth a visit.
They do great concerts at night in front of the main cathedral where the market is.
We love Hotel Victoria if you need a good hotel.

We love all those towns and you really can't go wrong. Regensburg is gorgeous - if you go, the best Xmas market in all of Europe is at the Thurn & Taxis Palace - it does cost to enter, but it is worth it. I think you can pre-buy tickets online before you go. I don't think the palace is worth touring, but the Xmas Market is so incredible. It's authentic from the 1400s - no Xmas lights, but at night they light lots of fires. I recommend seeing it at day and night. The food in the courtyard is some of the best ever. The vendors sell things that you won't see at other places. Regensburg main market is free and is near the cathedral. It is only average. I'd say go early in the morning, tour the cathedral and the main market and the town, see the bridge and Europe's oldest Sausage shop - then head over to the Thurn & Taxis Market while the sun is still out, but stay till dark with they light all the fires. It is stunning, authentic, and like no other market we've ever been to.

I can't talk the train ticket. I would probably go to Regensburg and make an overnight of it. Visit the markets in the dark (after 16:30), have a good dinner and breakfast and then go on. You will need reservations.

Smaller but something a little bit off the tourist route would be Bayreuth. Same recommendation as Regensburg. Lots of nice small Cafe' and restaurants. Walk around and explore.

Smaller and even more off the tourist track is Forchheim. The Krippen (Manger scenes) and the Advents calendar on the square are famous. A lot of Weihnacht tradition there. https://www.forchheim-erleben.de/events/weihnachten

No need to buy the ticket on bahn.de or .com. Just get it from the machine at the train station on your day of travel

Bamberg can be done with a VGN Tages Ticket Plus. 22.10 EUR for 2 adults

We have visited all three of your possible side trips.

Regensburg is our favorite town to walk about any time of the year. The Christmas Market at the Thurn and Taxis Palace is very atmospheric with the bonfires. Still we skipped the palace market after the first visit. The town with all its plazas and alleyways are the main draw for us. Good shopping district as well.

We love the walk up to the castle in Würzburg with the views down and back at the town. I think it is especially beautiful in the Advent Season, if the paths are clear and dry. The market is average with a good selection.

For us it is better to stay in Regensburg and Würzburg to visit the markets. We shop the market during the day and sight see, have an early supper, walk the market for dessert and a glass of wine and then hit the sack. The night ride back to a home base on a cold train does not work well for us.

We found Bamberg beautiful as always in Advent season. The market was only so-so to our taste.

We were stationed in Nürnberg over 2 Christmas Seasons. Great town but a bit too crowded in Advent Season. I would not skip it but would not stay there for three nights. I know other folks have different tastes.

Thank you for all your help. I think we have decided on the market at the Thurn und Taxis Castle in Regensburg. We will pre-purchase our tickets to the market and purchase a Bayern ticket on the day we go.