A bit late on this one. I have just started commuting with my bike on East Midlands Trains down to St Pancras and the experience has been very positive. There are 2 storage spaces per train in the guards compartment, which can be reserved in advanced and you are able to take your bike on the peak time services. As there are usually 2 trains per service that makes a total of 4 spaces, which appears to be ample at present. I sit in the carriage next to the guards compartment so I can get to my bike on good time to faff around and get ready to get off the train. I have never really thought about locking my bike up. I'm the first stop on the return service so that's not a problem, there is 1 intermediate stop in the morning so I guess there is a risk.
