Bhutan tips:
Between Siliguri and Phuentsholing, there are number of buses that ply every day and the journey takes about 4 hours. Royal Bhutan Government bus leaves from Siliguri Tenzing Norgay Bus Terminus (Hill Cart Road) near Heritage Hotel every day at 7:30am and 1:30pm. There are also regular buses from P.C. Mittal Bus Terminus located at Sevoke Road in Siliguri for Phuentsholing. You can buy the tickets on entering the bus. While going towards Bhutan, all these buses go through Jaigaon (the bordering town in West Bengal), cross over the border and go all the way to Phuentsholing. On their way back, they start from Phuentsholing.
Note...
more... that there are two routes between Siliguri and Phuentsholing, one via the Sevoke bridge, the other via Alipurdwar and Hasimara. The sevoke bridge route is bit rough road, so it takes bit more time but The second route is better and is part of the Siliguri - Guwahati highway.
The Tenzing Norway bus stand is near to this railway station (hardly 200 m away).