That was me last year. I tried to take the train from Space to Splash (next to Big Thunder at MK) last year, and it took forever. The train doesn't come as often at MK as it does at DL, it tends to be more crowded, and the station nearest to Space Mountain is actually a few minutes walk up a winding path back to Storybook Circus (Tomorrowland doesn't have a station at MK the way it does at DL.) Walking really is probably your best bet. Just exit Tomorrowland via the main walkway back to the Hub, go straight across to Liberty Square, and hug the Rivers of America along the wooden walkway all the way to Big Thunder. In Disneyland terms, the walk will be about as long, and potentially as crowded, as trying to make your way from Autopia over to the single rider entrance/exit of Splash Mountain. If that makes sense to you, you'll have a sense of how long you'll personally need to make that walk.