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Train Ticket purchase advice

Hi All,
I've read much of Rick's writings on this topic, but I'm still not clear on what we should do and I am hoping this community can give me some practical advice on when to purchase train tickets -- at home via internet or at the train station. If costs are the same, i would rather buy them when we are ready to travel to maximize flexibility, but there are 5 of us travelling, so if it's cheaper to buy in advance, I'm happy to do that. I've read there are some "kids travel free" fares with an adult. Does it matter where we purchase to get that rate? The last time the husband and I were in Italy, we had a multi month, multi country rail pass, so we hopped on and off when we desired. I am missing that flexibility a bit, but happy to be more structured given the size of the group.

Here's the trip specifics:
Traveling in October
Hubby, me, 3 kids (ages 8, 9, 12)
Itinerary: Fly into Milan => Train to Cinque Terre => Train to Pisa (pick up rental car) => drive through Tuscany, return car in Orvieto => Train to Rome => train to Venice => train back to Milan to fly out.

I've mapped out all the legs of our trip on by italiaRail and RailEurope sites. Overall it seems cheaper to purchase individual tickets rather than a rail pass. Now the question is: do I purchase tickets in advance -- and if so, how far in advance do we need to purchase -- or can we just purchase them as we go. Should I be worried about anything booking up? I figured since it is October, it should be okay, but please let me know if I am wrong on that.

If I am purchasing in advance, are the sites I explored the best sites to use?

Thank you!

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