National Express trains tend to have more competitive rates than say the National Rail trains. Check the website listed below to check for ticket availability and fares. Be sure to check National Express for their fun fares. These are very cheap (usually 5 pounds for 1 way travel) fares that are only available online.
Train fares in the UK are not fixed rates (except for the London underground). Fare prices fluctuate based on availability, so unfortuantely you are forced to plan ahead for any journey as you can except to pay extremely high rates if you book the day of your travel.
National Express also has bus services.