I'm suggesting staying somewhere up the line to Edinburgh for the night. It would still mean catching a train from Kings Cross north, but getting off somewhere like Huntingdon or Peterborough for the night. For instance, there are many trains to Huntingdon, which is an hour or so north of London, and they are short range trains, the sort of trains I used to take into London for a day's visit. Service is pretty frequent.

Check out http://www.thetrainline.com . You may need to register, but it's no big deal, and I believe you can actually buy your tickets jon line(although tickets on the short trains can be bought right up to the minute of departure; no reserved seats or anything).

(For a little history, Huntingdon was Oliver Cromwell's home town.)

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