If you are going to Brugge from Brussels, you can take a train from Bruxelles-Nord, Bruxelles-Central or Bruxelles-Midi, whichever is most convenient (usually Gare centrale), as trains to Brugge pass through these 3 stations in this order.  InterCity (IC) trains headed for Oostende or Knokke/Blankenberge depart twice-hourly, take 1 hr to Brugge and cost (in March 2013) €13.80 standard single, €27.60 return, or €14.80 weekend return, which covers day return trips on Sat or Sun.

It is therefore cheaper to do a (return) trip to Brugge at the weekend rather than on working days. Otherwise, for several people travelling together, you can purchase a 10-trip Rail Pass to cover maximum 5 trips Brussels-Brugge plus 5 trips Brugge-Brussels at a cost of €76, that is, €15.20 per return trip. In addition, Belgian Railways generally offer a "summer ticket" in July-August and "shopping ticket" in December-January, for a comparable price (+/- €15 return) on an individual basis.