I'll say upfront that the Hotel Mercure Bologna Centro is probably out of your price range as I remember it being expensive but it is literally across the street from the train station. We were coming in - possibly late - and flying out the next morning so I bit the bullet and booked it. It is a very nice hotel with a glossy, hip vibe but not the kind place I'd splash out for but being able to walk out of the hotel and cross the street to train statin with luggage in tow was worth it.
There are several hotels and BnBs in that area right across from the station so maybe you can find something in that area within your price range. I recommend the walk out with your luggage and no bus or taxi experience for an early flight/train.
Have a great trip,
=Tod