What others haven't said, and may not be obvious, is that train ticket pricing is similar to airline prices. In other words, walk-up fares are extortionate. A peak return fare in standard class is over £300, and the "peak" period lasts for most of the day. If you find yourself in the situation, a separate peak single plus an off-peak single in the other direction will work out cheaper than a return.
Make sure you get an advance fare if at all possible.