If you're not driving, East Midlands is impossible to get to solely by train, and the train/shuttle coach combo is pretty poor. If I remember correctly, there's no direct coach, even, so you have to take two coaches.
Last year we booked through BMIBaby because it was stupidly cheap, not thinking of how we were going to get there from London. Mistake.
Still worked out cheaper than flying from London, but what a pain it was!