My third is in LIMP and never in Hard

My fourth's not in CENTAUR, but CAMELEOPARD

My fifth is in ASHES and PHOENIX as well

My sixth is in CRAB but not in its SHELL

My seventh's in PARSLEY but never in THYME

My eighth is in GAOL but without any CRIME

My ninth is in both PARANORMAL and STRANGE

My tenth's not in FARMLAND but found on the GRANGE

My eleventh part CYCLES but can't drive a CAR

My twelfth and the last is NEARBY not AFAR.

[Interesting how this could have been either of two possibilities until the seventh letter. Producing two station names from one set of clues might be a challenge for the future ...]

[Chalky] I've generally tried to leave most or all of the existing options open when adding a move.

[Raak] Absolutely the best strategy .. and I hasten to add that I was unaware when I posted letter seven that I was narrowing it down to just the one station. Never mind - I'll be more open-minded in future :-)

[Everyone] I suggest also that someone provide a "my whole is...." with a more or less cryptic clue. See Tuj's one for Turnham Green (yes, I got it in the end, derr....) which is very much in keeping with traditional riddle-making and kind of rounds the whole off quite nicely.