I use the Maryland MTA. I used to have a palm pilot. When I did, I liked using trainsched. In order to use trainsched, I had to write some scripts to generate the appropriate palm databases. Here, you get to benefit from my work.
I draw my data from the MTA's GTFS feed. Other GTFS feeds (see the GTFS data exchange for a nice list) should work, too.
Note that the trainsched CSV format has changed over time. These scripts target trainsched version 1.0, the latest version as of this writing.
The scripts I use to turn the MTA's GTFS data into palm databases are available for your use, since I don't want to go through the work of converting all of their schedules. These are public domain. Have fun. Feel free to let me know if you make changes to them to fix or add stuff.
You will at least need python and the transitfeed module in order for this to work.