There have been several. The one I remember was approximately where the little park is with the fountain (Main between 28th & 29th). I think there was another one within a block or two of the same location. I don't remember any of them actually being in operation though, so I don't know.
I think originally there may have been two depots--one for the H&TC and one for the I&GN. As far as predecessors/successors to those roads, I don't know.
I'd also be interested in knowing where the stations were for the Bryan-College Interurban. I'm sure there was a station downtown but don't know where. And I believe there was a stop at Dellwood Park near Midway. The tracks turned toward Union Hill and went up Old College Road to College Main and then to the north gate. I kind of doubt any of the stops really had "stations" though.