London day trip train tickets

I don't know if there are advanced tickets for Cambridge, there isn't for Windsor. You will have to change trains in Slough, you will have to change platforms, there is only 5 minutes between your arrival at Slough and departure to Windsor. It's a 35 minute train ride.

There are no 'advance' type tickets to Windsor or Cambridge from the stations you describe. Outside of commuting time you shouldn't have a problem with these routes buying on the day. Trains are more limited in frequency on Sunday, particularly the morning.

Windsor isn't far enough away from London to get much advance discount.

For Cambridge, cheaper Advance tickets are available on the slower route (90mins) from Liverpool Street. Whether you depart from Kings Cross or Liverpool St. it won't be on a GWR train.

If the trains are full - you stand!

You don't give your exact origin but it is often possible to take these kinds of trips all on surface rail and one ticket without using the tube.

Now I'm really confused.

Tom: Staying at Club Quarters at Lincoln's Inn Fields, so real close to the Holborn station.

I think I understand now. I can take the tube from Holborn to Paddington, buy a ticket on the GWR and travel to Windsor, changing trains in Slough. I can also take the tube from Holborn to King's Cross, buy a ticket on the G"N"R and travel to Cambridge. Advance ticket is available to Cambridge, but not especially necessary. Do I have it, or am I still lost?

Thanks for the help!

Searching around you may find suggestions for going to Paddington if near the Central Line by taking this to Lancaster Gate and walking 5 minutes. That is usually good advice but Lancaster Gate station is closed until July.

Thanks for all the help. Now I have a really stupid question. Looking at the transit stations, I see a Thameslink line between Blackfriars and Farringdon. Can I use that as a normal travel route? I'm a little confused in the difference between the regular tube stations and this one.

Thameslink is not a tube (London Underground) line, but a commuter line part of the national rail network. But, so long as you stay within London you can still use your Oyster card.
Blackfriars is not "underground", the Thameslink trains stop at the "main line" station above street level. At St Pancras it stops at an underground platform under the main station (but again not part of the London Underground "tube" station).

The Thameslink trains run from Brighton and Gatwick in the south, to Bedford in the north, though many trains run shorter distances.

P.S. Thameslink is not shown the official tube map: http://content.tfl.gov.uk/standard-tube-map.pdf
But it is shown on the "Tube and Rail" map which includes commuter lines: http://content.tfl.gov.uk/london-rail-and-tube-services-map.pdf

Sounds like I would have no trouble getting on at Blackfriars and off at Farringdon! Thank you.

If you get on at Blackfriars main line station get there a few minutes early to admire the view. The station is built entirely of glass and steel, and it forms a bridge over the Thames. The views of The City, St Pauls and the Southbank - and the river - are fabulous.

Better yet, get there a bit earlier yet and go into the Blackfriar pub near the City side entrance and check out the tiled interior and perhaps have a pint. Or get there even a couple of minutes even earlier and check out the outside of Apothocaries Hall (or if here during London Open House weekend go inside).

It is a very short journey to Farringdon. If your Thameslink train is destination Sutton or St Albans City it will likely be a clunker. If the destination is Brighton, Three Bridges or Bedford it will likely be a nice modern one.

Thank you Nigel. I will be leaving the Blackfriar Pub heading to The Jerusalem Tavern and figured the aforementioned rail line was my best bet.

then disregard Sutton, Three Bridges and Brighton. They're going the wrong way.