You can catch a National Express coach from Bournemouth's Coach and Rail Station. There is one direct coach per day, and one that goes via Victoria Station, London. The journey takes approximately 13 ˝ hours. A standard single ticket is 69 GBP - 90 GBP or you can buy an economy return for around 70 GBP. You may be able to get a better fare by booking well in advance.
After booking online, you will be issued with an e-ticket, which you need to print out and take with you, or an m-ticket, which is sent to your mobile phone. Otherwise you can get a ticket at the bus station.
If you have plenty of time and are looking for the cheapest option you could consider using the MegaTrain route from Bournemouth to London and then changing to the Megabus service from London to Edinburgh. Megabus offer some amazingly cheap fares, starting at as little as 1.50 GBP for a single between cities if you book far enough in advance. To check timetables and prices click the button below:
By the time you’ve taken all the extra fees into account, it probably costs about the same to get the train as it does to fly by low-cost airline. It will take you a little longer, but you will save yourself having to travel to and from the airport at each end. The coach is expensive in comparison and takes almost twice as long as the train. There are 1-2 trains per hour, which involve a transfer at Birmingham New Street. Alternatively, you could travel to Waterloo Station in London with the MegaTrain and then transfer to King’s Cross Station for your onward connection.
To get to King’s Cross, take the northbound Bakerloo (brown) underground line to Oxford Circus and change. Transfer to the adjacent northbound Victoria (light blue) line to King’s Cross. Allow extra time for negotiating the Underground system. Subway trains run every 2-3 minutes but there are often delays. Try to time your journey so you avoid travelling across London in the rush hour - subway trains can be impossible to board, especially if you are travelling with luggage.
The total journey is approximately 7 ˝ hours. A single ticket is 70 GBP. An off peak return is 124 GBP, but you might get a better deal by booking ahead.
The UK train ticketing system is notoriously complicated. It is usually cheaper to buy your tickets up to 6pm on the day before you travel than on the day. And fares are more expensive if you travel before 09:30. You get the best fares by booking up to three months in advance. You can buy your tickets online, at the station ticket counter, or from the ticket machines on the main concourse. If you book online you will need to collect your tickets from the ticket machine using the same credit card you used to book your tickets online.
Ryanair fly 1-2 times per day between Bournemouth and Edinburgh. The flight takes 1 hour and 20 minutes. A one-way ticket costs from 0.49 GBP but be sure to add on the numerous hidden extras - airport taxes (approximately 28 GBP) and other fees, such as airport check-in (5 GBP) and checked baggage (9.50 GBP for the first bag plus 19 GBP for each of two subsequent bags up to a combined weight limit of 15kg).
To get to the airport you can take the A1 Airport Shuttle from Bournemouth Bus and Train Station (also known as the Interchange). It runs hourly from 7am to 6pm, costs 4 GBP single, and takes about 15 minutes.