The SENA bus office is very difficult to find so I thought it might be helpful to give detailed directions.
First of all, I found the bus to be much nicer than any regional Trenitalia train I rode. It was clean and air conditioned. Something I can't say for the regional train.
The SENA busses leave from the Tiburtina Bus Station, not the Termini train station. It will take longer to get there because it is further out so give yourself plenty of time. The city bus will drop you off at the bus station but that is not where the SENA bus office is. You will go across the street, (under a highway) to another parking lot with buses. You will see a small building at the front part of the lot but that is not it. Keep walking toward the back of the lot. You will see another building and that is not it either. Behind that building is a row of offices with busses parked in front of it. About half way down, is a small office that is the SENA bus office. Go in there and buy your ticket if you don't already have one. You will get on the bus right there.
Once you get to Siena BE SURE that you are getting off at the Gramsci bus station. Two people on our bus asked if we were at the Gramsci station and the bus driver said yes. We were not and we were much further out of town than the Gramsci station. If you are in an area with very few buildings around, that is not Gramsci. Gramsci is in a more built up area with a park right by it. It is within walking distance of the old city center and you won't have to pay for a taxi. We ended up having to spend 8 Euros (about $12) to get to our hotel from the other station.
Hope this helps and good luck!