This mission starts only a brief climb from where you come out of the sewers after The Good Stuff. From your vantage point, look down on the tracks and find the Reapers patrolling alongside the train. Pick them off, then jump down to the tracks, run to the front of the train and Shockwave the cars off the tracks.
Take the train
Climb on top of the lead train car and ride it until it stops. Drop to the street and find the feeder box mounted on the bottom of the tracks. You're looking for the standard light panel that has a row of unlit green lights and one large, lit red light. If you're having trouble spotting it, use the objective marker on your mini-map. The feeder boxes are all mounted in the center of the tracks on the cross supports running underneath. Zap it until all green lights are lit. Climb back up to the train and ride the lead car again.
Notice the many red dots in front of you on the mini-map. You're going to pull into a station infested with Reapers. Throw a few grenades ahead of you and use the cars as cover (hang off the side) if necessary. Watch out for the Reaper on the station roof. When the Reapers in the station are down, drop down to the street and take out more Reapers and recharge another feeder box.
Recharge your own batteries before riding the train some more. You'll quickly be introduced to anReaper. Deflect the grenades with Shockwave and pepper the RPG with Lightning Bolts. If you're having trouble, try lobbing a couple grenades behind the RPG's barricade. There's a propane tank there and an explosion will send the guy to the ground. Continue riding the train, lobbing grenades at the Reapers that pop up along your way. When the train stops, fight off the Reapers, including a couple of Conduits, recharge the feeder box and continue on your way.
Now is a good time to Abandon this mission and start again if you're working on the "Casey Jones" trophy. That trophy is awarded for taking down 25 enemies while riding a moving train, and most of the enemies you meet through the rest of this mission will be fought after the train stops. This is your best chance to earn that trophy, so keep doing this first half of the mission over until you get the trophy. Three or four runs should be all it takes.
Get the trains running
From the fight with the Conduits, you won't go far before being beset by Reapers stationed on rooftops. Use the cars as cover to pick them off, then drop to the street. Watch for kamikazes coming from a nearby alley. Shoot them, or blow up the cars between you before they can reach you or you're in for a world of hurt. Recharge the feeder box and yourself and keep going.
As you round the bend, notice the big pile of autos in front of you. Start blowing them up now. As you get closer, drop off the right side of the lead car, and keep blowing up automobiles. There's a machine gun over on the left side of the tracks; try dropping so you're hanging off the right side of the tracks, then creeping forward until you have a shot at the gunner. Also watch out for a Conduit who will make your life unpleasant.
Once the Reapers are finished, clear all the cars from the tracks (Shockwave) and recharge the feeder box and yourself. This is your last stop before the mission finale. Just keep yourself alive by shooting at the Reapers that pop up along your path. From now on, the trains will be running in the Neon. When riding the rails yourself, remember the inner trains run clockwise and the outer trains run counterclockwise.