Best way to get from RailJet station to Szechenyi Baths

A couple of ways. Depends on if you want to see a bit of the town.

But first "RailJet", don't worry too much about the train being a RailJet. They aren't always the fastest. Just find a train that meets your schedule that makes the run in under 3 hours.

Okay, you will arrive at Keleti Station. At the front of the station in the center are some stairs going down. At the bottom on the right you will find an office where you can purchase a 24 hour travel card for 1650 forints. One each for two people or the Group Card for 3 to 5 people traveling together. An option is using the dispensing machines located nearby.

Now you will see the signs to the M2 (Red) metro line. Follow the signs and get on the metro line heading towards Déli Pályaudvar. Get off at the third stop Deák Ferenc tér. Now go up the escelator and look for the signs to the M1 (Yellow) metro line. Get on the M1 heading towards Mexikói út and get off at the 8th stop which is Széchenyi Fürdő (Hungarian for Szechenyi Bath). You are there. Probably the most efficient, but you havent seen a thing of Budapest.

More interesting is to take the M2 just one stop to Blaha Lujza tér and then go up to the street and get on the 4/6 Tram three stops to the Oktogon. At the Oktogon you can walk up the beautiful Andrassy ut (Avenue) to the bath house (20 minutes or so of wonderful old buildings, embassies, etc.). If during the walk you get tired there are 4 stations of the M1 line along the way (the M1 runs directly under Andrassy ut). Afterwards the M1 will take you to Vörösmarty tér which is a few hundred feet from the Danube River Corso.

Lunch or Dinner near the Bath House: http://www.paprikavendeglo.hu/angol/index.html very good Hungarian. Make a reservation.

The travel cards? Keep them in your pocket and show them when asked.

Have fun

or take a taxi. maybe $10