Bus would be cheaper for getting there but doesn't run late enough to get back the same night - your best bet if going to the MEN is getting the train to Manchester Victoria and not Manchester Piccadilly as the MEN is actually attached to MV, the site I normally use to check train times is
National Rail Enquiries - Official source for UK train times and timetables.
You won't be able to get the train all the way back to Accrington as the last train that does that leaves manchester victoria @ 10PM. If you need to get back the same night it might involve leaving slightly early and getting the 11PM train to Blackburn and then a taxi from Blackburn to Accy. Another option is getting the bus to Manchester for around £5.80 and then getting a taxi back from Manchester, a friend of mine regularly comes over to manchester for gigs and he only gets charged £25 for the trip back - it depends how many of you go really but say £25 between 2-4 of you won't be that much - ring round firms see how much they'd charge you I think he uses Central.