Station has exits on two sides, commonly known as Civil Lines side and Chowk side or Platform no. 1 side.
The most common modes of transport out of the station are rickshaws and shared vikram autos. There are also a few buses but you will have to walk a fair distance through crowded areas to catch them.
Auto drivers, Taxi drivers, and rickshaw guys will assault you the moment you exit from the station either on the Civil Lines side or the Chowk side.
Depending...
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on where you want to go, better options might be taking a rickshaw, or a 6/7/8/9 seater Vikram tempo instead of Autos and Taxis.
Best way to decide is to ask members on IRI in advance or just ask somebody at the station before exiting the station building

From High Speed ripping action to a turtle like crawling action. From a high speed MPS overtake to a MPS ripping of tracks by 2 trains at same time. Every thing can be captured in/near Allahabad. Trains skip Allahabad Jn at a slow speed but the skipping of premier trains is the perfect treat to eyes. Though RPF are quite active at Allahabad Jn. special care is required while clicking photos and capturing videos at Jn. But one can freely capture High Speed video just after Naini and after Subedargunj. No worries of any RPF or any other officials. Just you, your camera and the ripping trains.
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You...
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can visit ALD ELS/DLS to capture locos.
Many times you may see parallel arrival/departure of even 3 trains at Allahabad Jn.
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overall a good place for Rail Fanning.