We went to Leeds and got on there a couple of years ago. Seem to remember having to go to Manchester Picadilly to change but on the up side of things there is a boozer in there to take the strain should there be a couple of minutes spare in between trains! Saves the on route tipple as well for the second train.
I think it would be cheaper to go from sheff If you get the one that only stops in Stockport it's pretty quick an all
I'm setting off soon from Hull, getting a train to Leeds then a direct train from Leeds to Blackpool. It goes via Burnley, takes 2 hours 10 mins but is direct! Leave Leeds at 9.51 gets in 12.01