Purchasing trenitalia tickets

What sites are you using? The official sites of the 2 competing companies that actually run the trains are quite easy to use; you must enter the Italian names of the stations: Firenze S.M Novella instead of Florence, Roma Termini or Roma Tiburtina instead of Rome, Venezia S. Lucia instead of Venice.

Those are the names you'll see at the stations on signs and monitors, you'd better learn them before leaving.

Both www.trenitalia.com and www.italotreno.it have an English version. If you prefer you can use Trenitalia's official, US based re-seller: www.italiarail.com

If you buy at the last minute you'll pay the walk-up price, called BASE at www.trenitalia.com and FLEX at www.italotreno.it.

Both Trenitalia and Italotreno sell discounted tickets for advance purchases, but they come with restrictions and they usually sell out days before departure date.

There is also a direct bus from Roma Tiburtina to Siena, google it or check on Tripadvisor, I can't remember the company name.
The great pro of this bus is that it stops in the middle of Siena's historic centre while the train station is at the bottom of the hill and you must use a series of escalators to get to the top.

To answer your question directly, you will not have any problem buying tickets the day of departure. It is rare for any train to sell out. The only advantage to on-line purchase is the deep discounts that may be available. Those discounts are limited and come with tight restrictions that lock you into a specific schedule. Regionale trains are never discounted and those tickets should never be bought on-line. But, remember Regionale trains must be validated (time stamped) prior to boarding. Very expensive fine if you don't.

You'll only be able to use Italo Treno for a portion of your trips, as they don't go to Siena (more on that later).

The majority of the trains from Roma Termini to Siena have one change at Firenze S.M. Novella, with the first segment via high speed Freccia and the second segment via Regionale.

The trip from Siena to to Venezia Santa Lucia is as short as about 3H:48M, and again there's one change in Florence, and a Regionale is used for one segment.

You can use either Trenitalia or Italo for the trips from Rome to Florence and Florence to Venice. From Florence to Siena and return, you'll have to use Trenitalia Regionale trains. On the Florence - Siena route, you can also travel by Bus as it's about the same travel time as by train, and you'll be dropped off in the main part of Siena rather than the bottom of the hill where the rail station is located. The Bus station in Florence is only a short distance from Firenze S.M. Novella.

You can see all the train solutions and other details for both of your trips on the Trenitalia website. You can buy tickets for the fast trains online, but it's just as easy to buy the Regionale tickets when in Italy from a Kiosk or ticket office as there are no price breaks on those. Also, Regionale tickets purchased online come with restrictions. With locally purchased Regionale tickets, you MUST validate (time & date stamp) these prior to boarding the train on the day of travel, or risk hefty fines which will be collected on the spot!

If you wish to buy tickets online for either Trenitalia or Italo, I'd recommend www.captaintrain.com as they sell tickets for both rail networks at the same prices.

Thank you all! That was very helpful. As a follow-up, will I buy a ticket, for example, from Rome to Siena all in one when I get to the station in Rome or will I purchase separate tickets from Rome to Firenze (Florence) and then from Firenze to Siena when I get to Firenze. Same when I leave Siena to go to Venice. Just want to make sure I don't spend all day in train stations. Thank you.

You can buy any trenitalia's ticket at any trenitalia's station / machine up to 120 days before departure date.
Regional train tickets purchased in Italy have a shelf life of 60 days, but must be date stamped before boarding.
I keep on thinking that with luggage the Roma-Siena bus is better than the train. You would also avoid backtracking as Siena lays between Rome and Florence.

You buy the ticket to your final destination (Roma-Siena). If your travel involves a change of trains of the same type, or is on two different types of trains (Freccia = fast, regionale = slower), the agent (or machine) will give you two separate tickets, since the fast train includes a reserved seat and the regionale does not, and a trip on two fast trains will have two different seat reservations.

Also, always know the train number. Should be four digits printed on your ticket (exception - Regionale tickets). The departure board in the station will list the end station for the train and some of the immediate stops. Your stop may not be list so don't panic. Go by the number. Stay near the head of the platform to see the departure board. It is not uncommon for a platform to be changed within ten or fifteen minutes of the trains arrival. If an announcement is made and a bunch of people leave the area, it is a good idea to check the board again. And there is absolutely nothing wrong with asking a couple of people standing in the area, "Is this the train to xxxxx?" Show them your ticket. They will not steal it.