I am getting familiar joining stations. I usually have a railway station and 'not joined' bus stations around it. I transfer passengers from bus to railway station. Is it worth to join stations with ctrl-click? Is it any point after that to use busses?
Joining stations between station types (such as a bus with an airport) allows a common pool of cargo types to be serviced by different transportation methods.
For example, you could have an airport that is next to a fairly large city. If the city is big enough, the airport's catchment zone will not cover much of the city. By attaching some bus terminals to that airport you can move in passengers from farther in the city and 'transfer' them at the airport. Your planes will then pick up those transferred passengers and make more money.
You can do the same for things like goods for multiple cities from one station. One central train station receives goods on transfer, and local buses transfer goods from the train station (via attached depots) to local depots. These are often called 'feeder' systems, since they will 'feed' at a more constant rate than a train will.