On the left is via Marsala, which becomes via Volturno as you cross Viale E. De Nicola in front of Stazione Termini and Piazza del Cinquecento.  On the right (above) side of the Termini is Via Giovanni Giolitti.

As you can see from the picture above, my favorite little hotel (Planet 29) is located very close to Stazione Termini (see below for pictures of the exterior of Planet 29).

The enclosed courtyard at the bottom of the picture above is part of the National Museum of Rome.  The ruins above it and to the right are the remains of Terme di Diocletian (Baths of Diocletian).

Legend:

M = Metro Lines A (red) and B (blue) entrance on the lower level of Stazione Termini on the
        Via Giovanni Giolitti side.  The lines cross at Termini.
A =  Where the official taxis congregate in Piazza del Cinquecento to pick up passengers.
B = A lot of buses stop along this stretch that take you to different parts of the city.