If you are in the border area, a common strategy is take a bus to/from a major city that drops you off at the border, then, cross the border and board another bus. This method is much cheaper and especially for the Costa Rican/Nicaraguan border.
Express Bus service is between all of the larger cities, usually requires a reservation and an assigned seat. A typical fare is around USD6. It's strongly recommended you reserve and purchase your ticket at least 24 hours in advance.
Minibuses is another method of travelling cross country, run to the main bus terminals in Matagalpa, Leon and Chinandega, to the Parque Central and Mercado de Artesanias in Masaya, and to/from a park 1 block from the Parque Central in Granada.