Never been on a subway, but I have been in a train at least three times. Once was in 4th grade to San Diego for a 4th grade field trip, and twice from Florence to Rome and back in Italy in May 2009.
Subway in China (HK and Shanghai mainly), overhead rail in Melb (we have an overhead rail metropolitan structure, weird isn't it ) and interstate train in China (Shanghai to Nanjing, Shanghai to Beijing iirc)
Used to take the overhead rail every weekday for 6 years (school)
Shoot, now that I remember about subways, I have been in one a few times while in Italy to get around easily. We traveled around in Florence and Rome to areas that is very far from the hotel.
I've been on the Washington D.C. metro, a train in Stuttgart, Germany & a subway in Rome. And I rode the underground all around London when I was there. Oh, and I think maybe Atlanta too.
I never take the subway since Chicago has a lot of trains on platforms above ground. I go to museums and many places in downtown taking the platform trains. I love riding the platform Orange Line since it goes through the heart of downtown from the airport I live by. It's pretty stunning to see the skyscrapers from the trains' windows especially when they pass by gigantic historic ones. I only took the subway once when I was 7 since I wanted to go to the lakeshore beach and the subway had a stop near the shore. I basically perfer trains since they run smoother and you get to see scenery. I'm a train nerd. =P