Thats what I usually do and will be net week. Although for the cup game there was an issue half way along on the tube so ended up paying £40 for a taxi to the ground.
On my way back from the cup game vs Millwall on the lizzie line..met no less than 3 different coventry fans who live in Maidenhead!
Another easy way for some who are driving might be to to come to Burnham ( easy to get in and out of west side of London 1.5 hrs to cov) lots of free parking close to station. Then get semi fast train into bond Street 35 mins...5 min walk to green park. Then jubilee line literally 6 mins to london bridge.