Your route seems rather interesting and quite unusual, but in order to advice something specific some additional info would be good: Do you definitely want to visit all of the above destinations? What's you preference in those and etc.?
Cost and "tricks": Budapest-Belgrade can be easily done by direct trains (one way ticket cost only 15 euro), Belgrade-Pristina and rest of the Kosovo travels probably must be done by bus - rail isn't that popular in the region
Same applies to Kosovo-Sarajevo route - it can be done by rail, but it will take quite a while since you will need to come back to Belgrade and go via Sid-Vrpolje. The part that should be done by rail is Sarajevo-Mostar (twice a day, 9.9 BAM), Mostar-Dubrovnik can be done directly by bus, or Mostar-Ploce by train + bus Ploce-Dubrovnik
Dubrovnik-Zagreb - not a lot of choice here too - either direct bus/plane or train from Split - fare will depend on a type of train you take (ISN - Intercity titling would be the most expensive). And remember that ISIC gives you 25% discount on all domestic travels within Croatia.
Zagreb-Ljubljana one way is 12.2 euro, but you can make it cheaper if you break you ticket via border (domestic Slovenian ticket Dobova-Ljubljaba costs 6.48 euro), while Zagreb-Savski Marof from 12.4 kuna
Regular tariff Ljubljana-Salzburg is 43.4 euro, but you can travel cheaper if you get Smart price ticket from Ljubljana to Munich for 29 euro or Praha Special ticket Ljubljana-Salzburg-Praha for the same 29 euro. After just get off train earlier - in Salzburg.
Salzburg-Zurich can be done for 29 euro with Spar ticket (
https://ticket.oebb.at/bin/frame_ticket.pl?ticket=jticket.pl?ABBFSEL=8100003&ANBFSEL=8503000&LANG=EN)
Zurich- Bern - SuperSaver from SBB (
http://sparbillette.sbb.ch/home/?lang=4)
Bern-Luxembourg - better to search for DB Europe Special from Bern to last German station before Luxembourg (biggest is Trier, or right near the border is Igel), start from 39euro.
Same DB Europe Spezial works for Luxembourg-Bamberg and Berlin-Warsaw - just buy it online and in advance from DB website.
Bamberg-Berlin - again, online and in advance - discount called Dauer special - ticket within Germany from 29 euro
Alternatively Luxembourg-Bamberg, Bamberg-Berlin can be done with a help of DB Lander ticket/Happy Weekend Ticket/Quer durchs Land-Ticket (see our Germany page for explanation about those), but it take longer and require more changes on the route.
Warsaw-Krakow can be done pretty cheap if you go with PKP Tani Bilet (
https://bilet.intercity.pl/irez/)
With airplanes and ferries it looks like not a lot of other alternatives available
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