We don't suppose many of you will have thought about this.... so here is the lowdown on exactly how to do it.
Coming from Odessa: Two daily high-quality sleeper trains link Odessa with Kiev. One leaves Odessa at 19:10 arriving Kiev at 06:55. The other leaves Odessa at 22:54 arriving Kiev at 07:37. Both trains have 1st class 2-berth and 2nd class 4-berth sleepers. Allow at least 90 minutes for connections in Kiev.
Day 1: Travel from Kyïv to Warsaw on the 'Kiev Express' leaving Kyïv daily at 15:04 and arriving at Warsaw Gdanska at 08:39 next morning (day 2). The 'Kiev Express' has a Polish sleeping-car with 1st class 2-berth compartments with washbasin, and several Ukrainian 2nd class sleeping-cars with 4-berth compartments. There may be a buffet car serving tea, coffee, beer and snacks, but it's a good idea to take your own supplies of food, water and wine or beer. Around 2 or 3am, the train is shunted into the gauge-changing shed at Yagodin (the Ukrainian frontier point) and jacked up to have its wheels changed from standard European (4' 8½") gauge to Russian 5' gauge. You remain in your sleeping-berth on board while this is done. On arrival in Warsaw, transfer by taxi or walk from Warsaw Gdanska to Warsaw Centralna station. This train is temporarily arriving at Warsaw Gdanska instead of Centralna because of engineering work during much of 2012.
Spend the day exploring Warsaw, see the Warsaw Centralna station & city information. A left luggage office and lockers are available. Warsaw's historic old town is a 20 minute walk from the station - if you fancy a modest splurge, the celebrated Ufukiera restaurant (www.ufukiera.pl) is excellent and right on the square in the heart of Warsaw's old town. The Palace of Culture (a wedding cake style Soviet skyscraper and distinctive Warsaw landmark, www.pkin.pl) is right next to the station and has a viewing terrace on the 30th floor.
Day 2: Travel from Warsaw to Cologne on the 'Jan Kiepura' sleeper train, leaving Warsaw Centralna at 18:35 and arriving in Cologne at 06:14 next morning. The Jan Kiepura has modern sleeping-cars (1, 2, & 3-bed standard rooms with washbasin, 1 & 2-bed deluxe rooms with private shower & toilet, highly recommended), couchettes (basic sleeping accommodation in 4-berth & 6-berth compartments) and reclining seats (not recommended). There's a restaurant car in the evening for dinner, with waiter-served meals at affordable prices, alternatively feel free to take you own picnic and bottle of wine aboard! More photos & information about the Jan Kiepura sleeper train.
Day 3: Travel from Cologne to Brussels by ICE high-speed train, leaving Cologne daily at 07:43, arriving Brussels Midi at 09:35.
Day 3: Travel from Brussels to London by Eurostar. Daily except Saturdays, a Eurostar leaves Brussels Midi at 12:56 and arrives London St Pancras at 14:03. On Saturdays and also Mondays & Tuesdays from 18 February onwards, also Wed, Thurs & Fri from 2 April onwards, a Eurostar leaves Brussels Midi at 10:56 and arrives London St Pancras at 11:57.