Eurolines
Eurolines is a network of cheap long distance bus/coach companies. They operate a transnational intercity routes network, connecting over 500 destinations, covering the whole of Europe, plus Morocco.
It's quite an experience on itself. If you tried it a couple of times you're probably looking for an alternative, hitchhiking and rideshares are quite decent as such. Both are less reliable, but especially hitchhiking is more fun and best of all, it's free.