I like Marylebone station. It's much quieter and smaller than other main line stations, and it's got far more interesting shops. I particularly like the specialist cheese shop, which does excellent handmade sandwiches for £1.50 with all sorts of weird and wonderful fillings. The station pub is nice too.
Now for the historical bit... Marylebone was the London terminus of the Great Central Railway, whose main line to London was completed in 1899. It ran from Sheffield to London via Nottingham, Loughborough, Leicester, Rugby and Aylesbury, largely duplicating the route of the Midland Railway's main line. The reason Marylebone is how it is, is that the Great Central had run out of cash by the time it reached London and couldn't finance the building of something as grandiose as St Pancras. In the end, the line proved a poor investment. It never generated a huge amount of traffic, and since it largely duplicated existing routes it was a prime target for Beeching. It was closed in the 1960s, except for the section to Aylesbury.
However, the line was very well engineered, straight, flat, with few junctions and designed for high-speed running, and it's built to a wider loading guage than most British lines. Much of the trackbed still exists, as does the route of the GCR's line from Sheffield to Manchester via the Woodhead Tunnel, which was closed in the early 80s. There has been consistent talk of reopening both lines, perhaps as a new, dedicated high-speed rail route...
The section between north Leicester and Loughborough is still in existence, as the preserved Great Central Railway. It is the only preserved section of main line in the country, and the only place apart from on the main line where steam trains are permitted to run at over 25mph.
The Last Main Line
Wikipedia history of the line
Great Central Railway
The other reason I like Marylebone station is that it's Chiltern Trains's terminus, and they do off-peak tickets from London to Brum for £15...
