And if you're heading for Sidmouth from London by train, recommended route which I use every year would be Waterloo to Honiton. Off train at Honiton, and hop onto the bus which leaves from immediately outside the station entrance once an hour. (Probably much easier than getting off in Exeter and getting the bus back from there, I understand). It's only a 25 minute journey into Sidmouth through some very nice countryside. :-)