I will be travelling in the area south of France - Venice soon, and would like some idea if I should order train tickets in advance.
My only concern is getting on the train, and price (I do know it is best on Thalys trains in France).
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There are few benefits for buying in advance :
If you don't book in advance, then you'll potentially pay a very expensive price (there is not really last minute discount for trains) and you might have troubles to find a seat for the time you'd like to travel if the train is full...
If there is an overnight train involved, you need to book as you are sure you are going to take that train. Night trains are often 'reserved only' and when they run out of reservations, you are out of the train.
For all long distance trains it is better to book early, specially if the tickets come with a seat reservation.
Most trains in Europe allow you to book your tickets and reservations 3 months before traveling, that is the best time to book the tickets. If you can not book that early, then as soon after as you are sure which train you will take.