If you're going down by train then you can possibly save a bit of money by splitting the journey as Leeds-London-Southampton and taking advantage of one or more of:
- groups of three or more can get 20% off East Coast Advance Singles if booked at
- three or four people can travel for the cost of two on South West trains (details)
- you can potentially travel between London and Southampton from as little as 1 each way by booking at Megatrain
And of course railcard holders always get discounts.
An alternative to the train is to fly one or both ways with flybe. If there's a flight back after the game then you've got a good chance of catching it as there are around 4-5 trains an hour from Southampton Central (a 20-25 minute walk from the ground), and the journey time is 6-10 minutes.
If you're driving down then parking is a bit of a nightmare, as is getting away after the game. Street parking on the north of the city centre is non-existent - it's all residents only. There's a Park and Ride specifically for away fans near junction 8 of the M27, but the reports on it are not good (like the first bus isn't until 2 hours before kick-off!). Possibly the best option is to park in the 'Ocean Village' area (where the Waterfront pub is - see pub map). It'll cost you a few quid, but after the game you can be on the M27 (via the A3024 and A334) in next to no time. If you end up parking in the city centre then you probably want to avoid the A33 after the game. I'd suggest giving the A335 a try instead, or possibly Hill Lane and then Winchester Road across to the A33.

St Mary's is within walking distance of the city centre which means that there are plenty of pub options even though most of them aren't particularly close to the ground. Nearest is the King Alfred, although this tends to be home fans only for 'big' games. There are quite a few pubs in the Bevois Valley area, including the Guide Dog which is generally reckoned to be the best real ale pub in Southampton. The pubs here are around a 20-25 minute walk to the ground, but this should mean that they don't get too busy. If you're on the train then you could do a lot worse than the Giddy Bridge which is an above average Wetherspoons outlet.

Pub map
Internet Ground Guide   
The Ugly Inside (good unofficial Southampton site)
Southampton airport