The closest the train gets to Stonehenge is Salisbury. You can drive, or take the Wilts & Dorset bus from the Salisbury Train Station. There are 4 buses a day during the week and 3 on Sunday. Roundtrip fare 5.25 pounds.
Stonehenge can be found on Salisbury Plain in the South West of England.
Located at the junction of the A303 and the A344, just west of Amesbury in Wiltshire.
It costs about £4 to gain access to the site.
I only spend about 1/2 hour there, as it was a motorway stop on the way to my holidays in Devon/Cornwall.
I got there form bath, we took a personal guide to took us there, great price for some great explanations and excursion!
The nearest train station to Stonehenge is Salisbury. From London you need to depart from Waterloo Station or coaches are the cheapest.
We hired a VW Golf from London for three days (cost approx. 120 pounds) and drove to Wiltshire county. The drive itself is excellent, and for me was great fun, as anybody who has driven or been driven around in India will understand.
If you're staying in London the fastest way to go to Stonehenge is by train and bus. Take a train from Waterloo station to Salisbury. From Salisbury train station (at corner) take a bus to Stonehenge. It couldn't be more easy :)
(London-Salisbury train trip takes about 1h 30min. Salisbury-Stonehenge bus trip takes about 25 min. Trains and busses run approximately at intervals of one hour.)