DO take the train! I took from Mombasa to Nairobi in February. We saw lots of animals & the ride was much more pleasant than the overnight bus from Nairobi to Mombasa (even though that really wasn't too bad either; you just don't have a bed)!
I say you can skip the bedding & dining service. Bring your own food & a sheet & pillow & you can save about KSh1,500! The overnight bus to Malindi cost us Ksh1,000, by comparison.
Enjoy!
10

angiez
Pro tip