Take the Downtown 1 train (of the 1-2-3, the red line) from 66th Street-Lincoln Center (at 66th Street and Broadway) to 42nd Street-Times Square (at 42nd Street and 7th Avenue).
From the Times Square Station, you can get the S shuttletrain (color grey) to 42nd Street-Grand Central Station (at 42nd Street between Park and Lexington Avenues).
From the Times Square Station, you can also get the 7train (the purple line) to 42nd Street-Bryant Park (at 42nd Street and 5th Avenue).
No, they are two separate subway stations.
Penn Station is closer. Penn Station is less than half a mile south of Times Square, while Grand Central is a little over a mile east of Times Square.
The 1, 2, and 3 trains go from Times Square to Penn Station. The A, C, and E trains run parallel, going from Port Authority to Penn Station. However, the Port Authority Station and the Times Square Station are connected underground.
Take the S shuttle train (color code grey) west across 42nd Street, from Grand Central Station (East 42nd) to the Times Square Station (West 42nd).Then walk through the tunnel that connects the 42nd Street-Times Square Station to the 42nd Street-Port Authority Bus Terminal Station.
Take the S shuttle train (color code grey) east across 42nd Street, from Times Square (West 42nd) to Grand Central Station (East 42nd).At Grand Central Station, transfer to the Uptown 4 train, and take the 4 to 161st Street-Yankee Stadium.
take the Shuttle or 7 train from Grand Central to Times Square and transfer to the 1 train uptown to 59th Street/Columbus Circle
Grand Central Station & Terminal are located at East 42nd Street between Park and Lexington Avenues. Grand Central Station is the subway station, where you can catch the 4-5-6 (the dark green line, aka the Lexington Avenue Line) or the S shuttle train to Times Square. Grand Central Terminal is the railroad terminal, for trains that are not part of the New York City subway system (like MetroNorth commuter trains).
According to Wikipedia and the MTA themselves, 77 of New York City's subway stations have working bathrooms, and 28 of these stations are in Manhattan. However, according to the Related Link (see below), in Manhattan, only 8 of these stations are actually functioning and open to the public (9 including "the developer-financed wonder bathroom at the Times Square Station"). The only one on the 6 line is the Brooklyn Bridge-City Hall Station. There are also bathrooms at Grand Central Terminal, downstairs, near the food court. The 4-5-6 line stops at 42nd Street-Grand Central Station, but Grand Central Station is the subway station, while Grand Central Terminal is the railroad station. So, you would have to exit the subway system to use the bathroom, and then pay another fare to get back on the subway.
To get from Grand Central Terminal to Penn Station, you can take the subway. Board the 7 train from Grand Central to Times Square-42nd Street, then transfer to the 1, 2, or 3 trains heading downtown and get off at Penn Station. Alternatively, you can walk, which takes about 20-30 minutes.
There is no train that runs directly between Penn Station and Grand Central. You have to take the subway: the Uptown 1-2-3(the red line), 1 stop, from 34th Street-Penn Station to 42nd Street-Times Square, then transfer to the S shuttle train (color grey) to 42nd Street-Grand Central.Trains on the New York City subway system operate continuously. There are schedules you can download, but they're often inaccurate.
Oh honey, it's as easy as pie! Just hop on the 4, 5, or 6 subway line heading downtown from Grand Central and get off at 42nd Street - Grand Central. Then, walk your fabulous self over to Penn Station, which is right next to Madison Square Garden. Voila, you're there in no time!
The S shuttle train (color code grey) runs between Grand Central Station (at East 42nd Street) and the Times Square Station (at West 42nd Street).