Radeng, if you walk into the station and ask to travel now our trains can be expensive there's no doubt. But a little flexibility and planning can mean significant savings. It's a bit like the difference between walking into Heathrow and saying "I want a ticket on the next flight to New York" and going to a website a week or so beforehand and seeing what you can find - the difference in price can be eye watering.
In many ways the fare structure on the railway is little different to airline fares - not easy to understand and illogical. I'm sure if you approach buying a train ticket the same way you approach a plane ticket you'll see dividends.
Oh, and it's not simply about advance purchase. There's a little know rule on the trains that you can hold more than one ticket, combined end on end, for a rail journey. The train has to stop at the station where you change from one ticket to the next (you don't have to get off). Living where I do (125 miles from London) if I want to go to London I either buy in advance or I buy tickets at the station, on the day, Home - A, A-B, B-C and C-London. Brings the fare down from something over GBP70 for a day return to just under 40 using the same trains (and that includes a Travelcard) and advance can be as little as GBP12 each way.