A guide to buying UK railway tickets online.

National Rail Enquiries
Official source for UK train times and timetables:
Don't actually sell tickets but do provide a Cheapest Fare Finder service.
Maybe unsurprisingly, this service does NOT ALWAYS find the cheapest ticket.
To their credit, their About Us page clearly details who they are and what they are about. They are a member of ATOC (Association of Train Operating Companies). One point to note, whilst ATOC is an ad-free website, this is far from the case with National Rail.
theTrainline.com
sells tickets from all train companies to all national destinations:
It appears theTrainLine.com operate similar ticketing software in use on many of the Train Operating Companies' websites. You can normally identify this system by the heading, Train Times & Tickets. It's a 6-part process from Journey Details through Confirmation and is quick and easy to use. The only real difference I can see between theTrainLine's service and those T.O.C's', apart from wide-ranging styling features, is the BOOKING AND CREDIT CARD FEES. The majority of UK online ticket sites are affiliates of theTrainLine earning typically 1.5%. theTrainLine.com is NOT the cheapest place to buy your ticket, however, it IS a safe bet if you're okay paying the small extra.
RAILEASY.CO.UK
NATIONAL RAIL TICKETS & INFORMATION:
Similar ticketing service as theTrainLine above except, in my opinion, less sophisticated, quite clunky and not as useful: I wasn't able to find any of the CHEAPEST FARES. Also offers affiliate programs.
As mentioned above, many Train Operating Companies use the same programs as that on theTrainLine. There seems to be 3 or 4 common systems. However, it does appear they each access the one central database of fares (consequently, identical tickets may be bought from train companies other than that providing the actual service - though you would be as well buying from your T.O.C. if for no other reason than the phone number on the invoice), and that the cheapest online train tickets, overall, are LIKELY to be purchased direct from the T.O.C's' websites. BEWARE, SOME train companies don't return the cheap fares.
Of course, the best way is to find out for yourself. Invest in an hour or two's research. I found testing easiest by focusing on a few nominal though specific journeys. Once you've realised most (if not all?) train tickets sold online use one of the above systems, and that, as far as I'm aware, are generally cheaper than buying at the station, the next time you'll just want to know which company runs your train (oh, and are there any split ticketing opportunites, promotions, offers, and what about scams, website glitches..