Jury's Inn is sort of at the back of the station where all the new development has taken place. But I don't use the station so I'm not sure what entrances and exits they have now that the trams start from there. It's not a long walk at all - just a ocuple of minutes.
There's also the Citilodge hotel which is more central, close to the theatre and budget-priced. Depends how many bags you have!