I always park in the lay-by on the A27, heading east, the one just before the garage opposite the Newmarket Pub. It’s a 25 minute stroll to the ground, slightly more if you stop off at The Swan on the way. At the end of November they shut it for 12 weeks to use a base for the road works team. 20 weeks on, it’s still shut.
So my advice is don’t try and park there!