Depends on the sort of person I'm talking to. If I know they won't understand 'railway station' (I especially like to say that if I'm in a suit), which happens a lot unbelieveably, I end up repeating it, but changing it to 'train station'. I hate doing it, but they know what I mean then.
For some reason, I hate the word 'train' as well. I always associate the word with training, as in a workout in a gym or preparing/learning roles at work. Don't know what I'd prefer to call it, but I'd guarentee whatever I'd start calling it the rest of the forum/MSN contacts would catch onto it and use it as soon as I stop using it...