You can get the train from Bratislava to Vienna, I think it takes an hour or so.

On our very first visit to Czechoslovakia (as it was then) in '89, before the revolution, we left the country that way. The train went through massive, barbed wire topped gates at the border with armed guards leaning out of the window to make sure no-one got on. They marched up and down the train with a guard dog and checked our cases.

I think you'll find it a bit more welcoming now!

Decided in the end to stay in Bratislava and go to Vienna for the day, it seems its about an hour on the train.

Just have to decide now between hotel and apartment, but that is another thread.