The SENA site is very confusing... even in Italian!
I have never taken the bus to Siena - either driven or rode the train in. But I do have friends who have used the SENA bus service.
Unlike the trains, which arrive in Siena at the edge of town, the inter-city buses take you to Piazza Gramsci, which is right in the middle of things and only a few blocks from Piazza del Campo, the heart of the city.
There are 8-10 buses departing from Rome to Siena daily. You do leave from Rome—Tiburtina which is a secondary station to Termini. Be VERY CAREFUL while in Rome-Tiburtina, a litle bit of a rough neighborhood. When you come out of the Tiburtina train station (or metro), go under the highway overpass and there will be a large piazza with a lot of buses in front of you.
Tickets for the SENA bus to Siena are sold at the main bus terminal (across the street from the train station), and also at the Piccarozzi office at 12/14 Via G. Mazzoni, which is to your right and runs perpendicular to the highway (tel. 06 440 4495). My friends tell me the cost for a one-way ticket to Siena is €16.00.
To find the right bus, look at the front of the buses in the piazza and find the SENA bus (usually white) with a large sign, “SIENA-ROMA”. From Tiburtina, the bus to Siena takes about 3 hours. Once you reach Siena, perhaps best get off at Piazza Gramsci, which may be the 2nd or 3rd stop, and is recognizable by the Jolly Hotel on the left, opposite the piazza. (Depends on where your hotel is!).
Personally I take the train, arrive at the "on-the-edge-of-town" train station in Siena and catch a local bus into town. I just prefer trains to buses and like the extra room and ability to walk around but my friends say the bus is comfortable for them.
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