BTW, if staying overnight in San Jose and considering the train, don't do the Amtrak. It takes you to Emeryville (since its part of the long haul north south route) where you can wait for a bus while Hobos eye your baggage, to get you into SF itself.
The Caltrain seems really badly scheduled at weekend. When we did it midweek, we just missed one due to getting to the ticket machine, and it was about 15 minutes to the next one.