Most buses and coaches terminate at the colossal Esenler district named Otogar in Turkish the main intercity bus station, about 10 km west of the city center, located on the European side. The station can be easily reached via the Otogar stop on the M1. Companies may also have courtesy minibuses or taxis which will allow you to easily access the center of the city.
Buses depart/arrive for all regions of Turkey as well as for international destinations including cities in Bulgaria, Greece, Republic of Macedonia and Romania. The terminal is huge and each company has a separate office. The area can be a tourist trap with people wanting to help get you to the right office -- for a fee. It is easiest if you know who you want to travel with when you arrive.
With 168 ticket offices and gates, shops, restaurants, hotel, police station, clinic and mosque, the Büyük Otogar is a town in itself. From/To Thessaloniki (Greece): ticket prices are around approximately €45 (one way), €80 with return . From/To Sofia and Varna (Bulgaria): ~25€ (one way). From/To Skopje (Macedonia): ~40€ (one way)
"Harem" is the major hub for the buses on the Anatolian (Asian) side, which can be reached easily from the European side with a Ferryboat.