Hello there,
Jalgaon is easiest reach from Hyderabad for Ajanta- Ellora travel. You can find many trains from Hyderabad to Jalgaon.
Once you reach Jalgaon, you can travel by bus or hire a car for Ajanta caves, then to Aurangabad where you can take a night stay. Then Aurangabad to Ellora and at last Shirdi.
Regards |