Unfortunately Stansted is not an option for a Wiltshire lad, but there are cheap flights from both Bristol and Southampton. However we feel that the plotting journey to and from, with all its permutations is half the fun.
Not having travelled on a Sleeper train before together with the opportunity of a few beers etc in the lounge car was an opportunity not to be missed. Chuck in a few scenic railway miles and it comes together.
Not living near a great metropolis, obviously Swindon fails that particular accolade, means we country folk have travel distances before we even commence our journey 'opp north'
Now if I could only have found a steam train for part of the journey !

Splitting is a good move. As is looking to go via London if you are going from the SW.

e.g. for my 2011 outward to Mallaig, after 2 hours on the Trainline I jiggled times and split my journey from Exeter to Mallaig thus:
1 Exeter Paddington
2 Paddington Euston
3 Euston Glasgow
4 Glasgow Fort William
5 Fort William Mallaig

- compared to choosing just Exeter to Mallaig (to end up on the same final train) I saved just over £100 ! (Had to start 3 hours earlier though)

On the return journey Montrose - London(somehwere!) - walked 1/2mile over to Waterloo - Exeter - saved me £60 compared to a direct ticket to Exeter.