Taking buses or shared taxis is for most places in Central Asia, the most common, fastest and cheapest way of getting from one place to another. There are differences of course. The huge size of Kazakhstan makes long cramped bus rides unpleasant, and here the train is a better alternative. In Uzbekistan and Turkmenistan, shared taxis are very common and, due to the low price of oil in these countries, a surprisingly affordable alternative, even for long hauls. You can always wait for other passengers to join you in a shared taxi, or hire the whole car for yourself.
The bad road conditions in Tajikistan and Kyrgyzstan make any kind of road travel difficult. Often, if you are without your own transport, you have no choice but to hop in a marshrutka (minibus) or a shared taxi to get to your destination. In Afghanistan, the security situation will determine if you are able to drive somewhere or need to fly.
The best, and only, site is All Transport (in Russian). It lists bus timetables for all former Soviet Union countries and is kept fairly up to date.