Plenty of parking at Olympia itself, not hard to get to or heavily trafficed on the weekend, think it’s £25/day if prebooked which could be cheaper than train/tube if there’s a few of you. Parkatmyhouse.com usually throws up nearby spots cheaper than that too.
Or park at Westfield (£9 all day at the weekend) and it’s under a mile to walk from there, or a single stop on the train.
There’s nowhere particularly convenient to park and train in from that direction to Olympia – if you must then I guess Farnborough is convenient from the M3, has a train every hour that takes 25 mins to Clapham Junction (couple of others per hour that are a little slower) then frequent trains that take 10 mins to get you to Kensington Olympia. If you’re not going by yourself, then parking will be cheaper.
http://www.commutefrom.com/beta/ is good for showing how the various trains and tubes join up.