You can park at any number of Caltrain stations.
What I do is park at Mt. View so that I'm riding within the same zone and it doesn't cost as much.
Also Mt. View has a lot of parking spaces.
It costs $2.75 to park and $3.20 to ride if you have the clipper card. $6.40 round trip.
Be aware that Caltrain runs only 1 time per hour on weekends and the train comes to Palo Alto @ 7.02 pm and 8.02 pm so, with a 3:30 start, if the game is only 3 hours long, you need to get on your feet right away to catch the earlier one. BTW, all of this is assuming you are coming from south and returning south.