I use the train. I'm not good at travelling so being stuck for hours and hours on a coach would probably kill me.
I take the coach as it's cheaper, but the down-side is that you have no freedom to change your plans - ie, leave later/earlier, go for a drink first before leaving etc
Only ever took the coach once to Tranmere away for the 2nd League 1 season, never again. I hate not being able to do my own thing, if you're going to go through the effort of visiting a place you wouldn't usually go to I like to make a proper day of it, even if most of it is spent in the pub! The coach just made it feel like you were being herded like cattle, although it was good banter on board.
I live 100 miles north of Southampton so have no opportunity of using the coach service and avoid public transport as much as possible in all a avenues of life. Car for me every time!
I like to go to away games in London by train as you can always have some supper after the match and then take in a show or play in the evening and the very lovely Mrs Godders can do a bit of shopping in the morning as well. Norwich and Swansea the very lovely Mrs Godders drives us to.
Why do I use the train rather than a coach? I can play cards with Onionman Jr. I can go for a walk. I can go for a pee without being a contortionist. Looking out of the window gives me a view other than cars. It's faster. It's quieter. It's smoother. I don't get motion sickness. I get delivered dead into the centre of towns into generally excellent bus or underground links right outside the station. I can buy a pint. I can get a sandwich. Other than that lot, no real reason. Vin
Don't go t away matches, but would always use a train if possible. Bit too prone to travel sickness for a coach.
I usually use train as I don't drive and getting the coach would be pointless. Though trains tend to be expensive and unreliable. One thing I like about travelling by train on a Saturday is when going to various stations (say Waterloo to Euston or something), at various points seeing groups of fans of different teams. Like you may see some Arsenal fans at Waterloo, some Sunderland fans on the tube, then some Aston Villa fans at Euston, etc...
The thing I hate about a train is when it pulls into a station and they inform you that coaches 1-4 only is carrying on to your destination...you then try and picture the train and hope you are in the right bit. At least that doesn't happen with a coach....the rear usually goes to the same destination as the front rows.