Did it sometime back when I was in campus...we used to take train rides to my friend's ranch in Konza for camping so the train inspector knew us well, got us tickets to first class for reasonable rates (we contributed so I can't tell how much they cost - 2012's estimate should be just about right)
Anyway, we travelled at night (as majimaji rightly points out, doubt there's a morning-all day train to MSA), we were a big crowd of rowdy campus guys so we had the best time ever, dinner in the cafe coach, drinks in our coaches (shared 4 people per coach but I guess you can get one to yourselves). Even did an aiport landing against the background of the train noise, having been well imbibed

, great experience. Blacked out and woke up to the sight of palm trees at Mariakani.
So yes!By all means, go by train. With the right crowd, you'll have a blast!
P.S. Kupielo is in those open air loos - quite an experience too, watching the rails fly by on the ground
BEER IS LIVING PROOF THAT GOD LOVES US AND WANTS US TO BE HAPPY!