The third day, we took the 9.20 am Intercity express from Khajuraho to Jhansi.
Note: For people booking the train, sometimes you will have to book a station extra in order to get a confirmation otherwise the seats will be showed not available.
Shared autos run from Jhansi to Orccha. Since Jhansi is in Uttar Pradesh while Orccha is in Madhya Pradesh, you will have to bargain for a private auto and you can get the auto for about Rs 150 (depending on your bargain skills!).
In Orccha, we stayed at the Orccha Palace and Convention Center. It is a bit far from the rest of the monuments but the rooms are good. They had called an acoustic singer for the dinner which made it more memorable.
Another hotel we checked out is The Orccha Resort which had a better location but there was a family pool party going on and I wasn't in the mood of watching uncles dance on the tunes of 'Zingaat' in pool! (In retrospect, It could have been an interesting experience :p)
As for Orccha, I would recommend hiring a bicycle and just roaming around, especially the sanctuary nearby. There are a lot of heritage places with beautiful architecture. Traversing in Orccha is a bit tedious so save as many autowallah's numbers that you can get :p
Places to visit:- The Chattris(Near the Betwa River), The Ram Raja Mandir (That worships Lord Ram as a ruler) and the Orccha Fort. There is a whole circuit that Madhya Pradesh Govt. has outlined if you want to immerse yourself in the culture.