This all depends on whether you're travelling point to point (city to city) rather than further afield. Obviously if you're travelling from Thessaloniki to New York it doesn't really make much sense to travel by train to Athens!

The train is far more comfortable in terms of being able to stretch your legs and go for a walk. Also, the scenery is much nicer and passes the time.

Also, let's not forget that a lot of people don't actually like flying!