There are a few downsides mainly that their trains are slower. Am looking at going to Vale on the 20th. It's two hours plus from Euston to Stoke on their trains but can live with the extra hours journey each way when it's only £14 return.
As for Northampton London Mildand trains are virtually the only ones that go there.
It's a bit of a trek from the station (turn right then fork right a bit further down) and opposite direction to the town centre. The buses from station to ground and back are usually okay and don't get too snarled up in traffic.
This map might help.... (station is in square C6 and ground in E6)
http://www.northamptonshire.gov.uk/e...%20Montage.pdf
Main advantage for an old soak like me going by train is that I can have a pint or two and best pub for proper ale is the Malt Shovel on Bridge St to the South of the town centre, ironically opposite the Carlsberg brewery (square F6). They do some decent local brews and a nice (if sometimes a little too hot) pie.