At the end of the month I'll be going to Budapest, Vienna, cesky krumlov, and Prague. There seems to be a lot of companies and ways of transportation. What is the best for time and budget.
Trains run to all of those places, although Cesky Krumlov is also served by bus that may be more frequent or more direct. If you have Rick's guidebook for that region, he covers the bus and local van options pretty thoroughly. Student Agency buses are easy to book between Prague and Cesky Krumlov.
How to Look Up Train Schedules Online gives you the DB train schedule link and tips for using it. See http://www.ricksteves.com/travel-tips/transportation/trains/czech-republic-rail-passes for a overview map of train ticket prices in the region, which are cheap and easy to buy as you go.
I would (and have) take the Train from Budapest to Vienna. Cheapest and "best" way in my opinion. I wouldn't go to a German train site for a Hungarian train. I would go to the Hungarian train site: http://www.mav-start.hu/english/index.php From Vienna to Cesky Krumlov and then from Cesky Krumlov to Prague my inclination would be to use either CK Shuttle or Bean Shuttle. A little more than the bus but less of a cattle drive than the bus. Ideally, and this is what we have done, if it is in your budget is to hire private transportation as there are some great castles in the region and some fantastic scenery as well. Shame to miss it on a train or a bus.