Advice needed for upcoming Europe trip (New York)

Hi Guys,

My Friends and I, are planning a visit to Europe (Holland, Belgium, France, Italy) this Easter or early April. we are kinda on a tight budget and would like some advice on cheap decent, reasonable places to stay in each city (Amsterdam, Brussels, Paris, Rome) I've heard of hostels but i've never been to one. this will be the first trip for all of us and we'd like to make it a good experience. Also, to get from one city to another, we are opting for trains ( for scenery sake) is this practical? is it cheaper to buy the rail tickets online while in the US or once we get to Europe? any ideas or advice will be most welcome.
Thanks in advance...

Susan