We went by Eurostar and stayed in the Cheyenne the last 2 times we have been and were more than happy both times.
The hotel rooms are not overly plush but then we merely use them to sleep and get ready in so don't need anything else. The only thing you may find is that for a family of four, if indeed you are in the same room - it could be a bit cramped.
We used the restuarant in the evening just once and it was pretty good - the stir fry was cooked in front of us so we can't complain about freshness and the price was pretty good.
The bar is quite fun as they usually have some live country music every night which whilst not being my usual taste in music is nice to have and certainly gives the bar a good atmosphere, as do the visiting characters! In the dry months a few of the characters (usually Chip, Dale, Goofy and Pluto) come daily, around early evening, to do a mini show on the little outside stage.
We like the 'Western' atmosphere of the Cheyenne and unless you are likely to spend a lot of time in the hotel rooms then it should be a lot of fun.
As for the Eurostar - great! You get on in London (or Ashford) and just a short time later you are speeding through French countryside en route to
Disneyland! We always get a pang of excitement as we approach the Disneyland Station - I think, we see Space Mountain as the first sign of Disney from the train and then the Disney Village entrance.
Anyway, sorry to ramble, I'm sure you'll have a really great time.