News from the comments

Hey folks.
Catherine's dad has been hard at work thinking of better ways to direct people around Leicester. If his suggestions seem more sensible (and let's face it, he does live there) then follow them instead of ours.

For people who are travelling from the East:

Coming from the A47, east of Leicester, follow the A47 until you reach the inner ring road on the outskirts of the city centre. Take a right turn at the roundabout and follow signs for the M1. Keep in the right lane as you pass over the Belgrave flyover, and then keep in the left lane. Before long you will pass the new John Lewis Store on your left (not to be confused with the John Lewis car park on your right). Take the next left/slip road on to the Holiday Inn roundabout (also known as St Nicholas Circle). This looks more like a one way system than a roundabout, but you want the 3rd exit (right turn) following signs for M1. At the second set of traffic lights turn left on to Narborough Road. At the second set of traffic lights turn right into Westcotes Drive.

For people who want to walk straight to the Church from the station:

Turn right out of the station as described by Catherine.

At the 1st set of traffic lights turn left into Belvoir Street (it is called Beaver Street in Leicester).
At the end of Belvoir Street is the City Council HQ. Continue straight on into Newarke Street. At the end of Newarke Street you will see an old monument called the Magazine. Follow the road round to the right and there is a pedestrian crossing over the main inner ring road.
On the other side of the ring road if you look ahead you will see a quiet road called The Newarke with De Montfort University on your left and Newarke House Museum on your right.

Follow this road and you will cross over the Grand Union Canal Mile Straight. Turn left at the T junction and walk alongside the canal till you come to a set of traffic lights.

On your right you will see a path that goes through Bede Park in between the Quay Pub and Sainsburys. Follow the path, and if you keep going straight on you will arrive at the Church of the Martyrs.

As you leave the park you will cross over a small bridge over the river Soar. Continue straight on and you will be firstly in Briton Street, and then Westcotes Drive. The Church of the Martyrs is on the right, further up the road from the Hindu Temple.