Not only are they more expensive, sometimes you pay about the same for the train as the entire flight. It costs me 40 EUR to go by train to a cheap airport. That airport has flights around that price! As a result, I do not usually fly from there (the 40 EUR plus additional time involved).
I always take into account the cost of going to the airport; the far away cheap airport often loses out (as saving e.g. 10 EUR isn't worth the hassle).
Going anywhere further than just the airport by train is expensive. I try to take the bus until 2.5 hour trips. After that I try to avoid unless you can fly. Pretty ridiculous!