Several potential answers for the south-west, as it really depends on your starting point.
Exeter St Davids is the first point at which all lines converge and so is the first westbound station which can't be avoided. Before that you can avoid any given station depending on your starting point. However, Exeter is a long way into the peninsula, so I'm not sure it counts.
I tend to think of Temple Meads as the gateway to the SW for the north (although according to the government definition of the SW, the first station in the SW used by Voyagers is Cheltenham Spa) as it's the first major city reached which is generally identified with the SW.
Taunton is arguably the gateway for London given it's the first stop after Reading for most trains. It's also some way into the peninsula, but 30 miles short of Exeter.
Salisbury can also be seen as a gateway for anyone in south London or the Solent heading west, as the time differential in getting to the Paddington route and or more limited westbound connections from Westbury compared with Salisbury can cancels out the faster journey time over on the Waterloo line. However this is clearly a much smaller group than that using the Paddington route - there's far less end to end traffic on the Waterloo line.
Given that more people travelling to and from the SW will be heading to and from London than anywhere else, I'd say Taunton probably has the edge.