If you need to be in Marylebone, the nearest underground station is Baker Street. That is serviced by the Bakerloo, Metropolitan, Circle, Hammersmith & City and Jubilee lines. Any hotel near a station on one of these lines a bit further out would be much better.
For example, if there is no major event on at Wembley Stadium or Wembley Arena, you may be able to get a bargain in one of the hotels there, especially at the weekend. Wembley to Baker Street takes 7 mins by underground.