If you were to fly from North America to end up in Leicester, which airport would you choose for best economy? I am not excluding ones with a substantial train or bus ride involved, so long as the expense doesn't negate the savings.
I suspect the answer is going to involve one of the London airports -- flying from the US into the regional airports limits the selection of flights a lot, and domestic flights within the UK are rarely worth the bother. Leicester is only about an hour from London by train -- first stop on the express from London St Pancras -- but there are probably cheaper ways. It might be worth looking at going to Amsterdam and from there to a smaller regional airport (Luton, or East Midlands, maybe Birmingham.) I mostly choose to fly into Manchester because it's the closest to my home in Sheffield, but that's more about convenience than economy, and it tends to involve ridiculous layovers in big American airports. (Sheffield is about an hour further up the same train line from London.)
no subject