Station has exits on two sides, commonly known as Civil Lines side and Chowk side or Platform no. 1 side.
The most common modes of transport out of the station are rickshaws and shared vikram autos. There are also a few buses but you will have to walk a fair distance through crowded areas to catch them.
Auto drivers, Taxi drivers, and rickshaw guys will assault you the moment you exit from the station either on the Civil Lines side or the Chowk side.
Depending...
more... on where you want to go, better options might be taking a rickshaw, or a 6/7/8/9 seater Vikram tempo instead of Autos and Taxis.
Best way to decide is to ask members on IRI in advance or just ask somebody at the station before exiting the station building