Korean Air offers a very convenient service (unavailable for code-share flights): You can check-in and check your luggage at Seoul Station before taking an express train to the airport. To do this, you need to arrive 3 hours before your flight. (This isn’t really a big deal since they ask you to arrive at the airport 2 hours early if you’re going to check luggage there, and the direct train from Seoul Station is about 45 minutes.)
The process at Seoul Station is as follows:
1. Arrive 3 hours early. (The location is by Entrance/Exit 3 of Seoul Station, down two floors via escalator and/or elevator.)
2. Buy a train ticket to the airport (either at a machine if you have cash or a local credit card, or at the office just by the machines–to your left as you face the machines–with a foreign credit/debit card). You MUST buy the train ticket first. You’ll need to show it at check-in. Choose a time at least 30 minutes in the future for your train ticket to allow time for check-in and immigration. If you should miss that train departure time, you can exchange your ticket for a later time at the office.
3. Check-in and check your luggage at the Korean Air check-in desk just as you would at the airport.
4. Go to immigration. This is located at a small office just beside the ticket office, at the entrance to the check-in desks. The process was very quick.
5. Take the elevator a short distance away to the train platform. The train is clean, comfortable, air conditioned and (like so many public places in Korea) offers free wi-fi.