Outside of hitchhiking, Highly doubtful. Train travel its the best way across Europe.
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As Divine Comedy once sang "Take the national express".

The cheapest way to travel around the UK is the national express coach (bus) service. While the trips take slightly longer than the train, it is a lot cheaper than the train. Additionally, all long distance coaches in the NE line are really nice to travel on. They have on board bathrooms, video units and even a hostess that brings you coffee and tea.

The National Express site is here: http://www.nationalexpress.com/

Alternativelty, some of the train lines offer Apex services, which are discounted tickets. You generally have to buy an apex ticket about a week in advance of travel. So it's not too great for the spur of the moment decisions to travel.

Also, going from London to Scotland, you might want to think about a cheap flight. I've heard Ryanair are pretty reasonable (http://www.ryanair.com/site/EN/), as are Easy Jet (http://www.easyjet.com).

Hope this helps.
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