There is only one train line, and one company, running on this segment. Competition is not something commonly found on mainland Europe...

Actually, apart from the reservation fee for the panoramic train, ticket prices are the same for all of the many daily trains, be they local, direct, or panoramic.

You can check schedules and train types at http://www.rail.ch/index_e.htm (the panoramic trains have a special symbol). I also do recommend the panoramic train.

Unless Gstaad has a special appeal to you or your fiance (tennis perhaps?), I would ride the extra half-hour to Zweisimmen, which has the merit of being an authentic, if not exceptional, Bernese Oberland village. Gstaad and its snobbish crowd have little rustic Swiss character left.