Day Trip-Bilbao to San Sebastián & return

Coach or train are both very easy. Coaches are a bit faster if I'm not mistaken.

The bus is lot faster, I wish I had taken it instead.

There are 30 daily departures from Bilbao to Donostia-San Sebastian (Basque and Spanish name, you´ll find it written this way) and viceversa, on modern, efficient, fast, clean and totally safe coaches. The train is a commuter train that stops in many towns and takes much longer, it´s winding roads (railways) and mountains everywhere. Take the bus at Intermodal Station in Bilbao, totally safe, modern and extremely well-kept (I´m insisting on this as it seems many US visitors frequently overlook the bus-coach options).

Thank you all so much for this helpful information!

For a day trip the bus is the logical way to go, but the slow rail trip is quite scenic and worth taking--at least one way--for those who have time.