I usual try to pay no more than about £20 each way from staines to Exeter, although I think they have gone up a bit since last time. Then its about a £4.80 on the bus each way. If you get the really early train you can do a good walk, wild camp then be back at home the following evening.
I swear by swimming, but my back is caused by a disc protusion and I don't have sciatica. Also I've found hot and cold treatments help things a little. Sauna, steam room and then and then cold shower or plunge pool. Also anti inflamatories may help. I don.t know if you can take then with your medication.
I would second seeing a physio, or osteopath, Maybe use that BUPA cover if you have it with your job. Don't forget to get gp referred though.
My wife gets sciatica and she swears by pilates. Hope it settles down soon. good luck.