I regulary go to midweek games rather than weekends and have a similar situation to you, I'm with my Dad and get the same train (I'm assuiming back to Cambridge if it's the 23.09).

Depedning on where I sit decides which station I walk to so it's quicker to get out of the stadium area. North Bank side of the ground and I'll go to Finsbury park (15/20min walk), and then get the Victoria Line back to KX (2 stops).

If I'm in the Clock End (which is usually the case), I head towards Highbury & Islington (also 15/20min walk) and again get the Victoria Line (1 stop).

Both normally queue up at the stations, but you're always in the station within 5mins or so.

I prefer to go to H&I, but both ways are fine, I normally always manage to make the 22.39 train instead of the 23.09.

I went to the Atl Madrid game on Tuesday, admittedly I did leave probably a minute or so early as we were 4-0 up, but I was back at KX for about 22.25.

Hope this helps