When traveling to or from small cities and towns, it is very common to have to change trains at least once. It isn't a problem unless you are seriously overburdened with luggage, in which case the train station isn't the only place where you'll have difficulty. The train looks like the best solution for this trip.
I don't know whether the train is more scenic than the bus or vice versa, but it may be a hypothetical question, because I'm not sure there is direct service by bus between the two towns.
Regionale trains are locals and comparatively slow. However, they will be your only choice when traveling to and from smaller places, because the fastest trains don't stop there.
Regionale Veloce trains are like Regionale trains but a bit faster. I think they skip some stops.
Intercity trains are faster and may have newer carriages. However, when a trip also requires some time on a regional train, the intercity may not make the overall trip faster; it all depends on how much time you spend at the station where you change trains. What is certain is that you will pay more for the ticket if you spend some time on an intercity train--even if it ends up taking you longer to get where you are going. And the fare on the intercity train may increase quite a bit (depending on how tickets are selling) if you wait until shortly before your trip to buy the ticket.
On short trips such as this, I just look at travel time and cost. I don't care what kind of train it is.
I did a quick check on the Trenitalia website, and there doesn't seem to be a price advantage to buying a round-trip ticket, so I think you may as well keep your options open. The regionale cannot sell out because there are no assigned seats. Just keep in mind that it may take longer than you expect to buy your ticket; sometimes there's a line at the ticket window. Don't just show up 10 minutes before the train is due to depart. And don't forget you'll need to catch the funicolare down the hill to the station. Finally, when you get to Orvieto you should inquire at your hotel about whether there are limited hours for ticket purchase at the Orvieto station. I remember having to go to a travel agency to buy my ticket, but that may have been because I was taking an overnight train to Sicily (do not do that!).