For 2014, look in the Wiki for more detailed information.
Sometimes it can be a hassle to travel with your bike when not riding it, but it’s totally worth it! Trains, buses and ferries all over the world often accept a bike as a baggage, you should check your luggage dimension restrictions, and sometimes you will have to pay for extra luggage.
What you have to do is pack and protect your bike and other things to prevent them from being damaged — especially the deraillers for the gears. Sometimes you will have to dismantle your bike, front or both wheels, just so it can fit in the baggage area. Make sure you’ve got the right tools with you! A good tip is to pack your bike in a cardboard box which you can usually get free from bike shops that sell new bikes (just go and ask). There are also special large bike bags available too but these are quite expensive, you can make ones yourself or improvise with large bags, tarps or whatever you find…
As a general rule high speed trains in Europe often require you to make reservations and sometimes even to put your bike in a ‘bag’ but local trains most of the times let you walk right on with one. The Website of German Railways is quite good at letting you know which trains allow bikes (all over Europe) so you may use it to check your route, but sometimes the local info diverges, so also check with the railway company that you are using. If there is no train which allows bicycles on your route there is still the possibility to talk with the conductor of the train and get it on. Sometimes, if you take of the wheels, it doesn’t officially count as a bike. Not in all regions of Europe the railway system is well developed, sometimes buses are more frequent, and possibly faster and/or cheaper. You will have to talk to the bus drivers, sometimes they will want to charge you a fee which you can negotiate. Some bus companies have a special offer for bikes. On CheckMyBus you can search for coach connections throughout Europe (select “Europe” on the top right to switch to English).
Hitch-biking is also a really cheap and fun option, some participants successfully did this in previous years!