Train tickets: To buy now or to buy later, that is the BIG question

Having choices is so stressful! Why don't you go on line at trenitalia.com and price it out. You'll see for your self what the price difference is. Trenitalia shows 3 prices for each intercity train, superconomy, economy, and full fare. When all of the supereconomy tickets they allotted for that train are sold out, then only economy and full fare prices are shown. the full fare tickets are always changeable and refundable, economy are nonrefundable. If it is a Regional train, it shows the fare as ordinary. It never changes and never sells out (you might have to stand, I've done it).
I always buy in advance, because I like saving money. I already have my hotels set up (some even prepaid) so I know when I'm going. But I can't do the old fashioned wing-it, find-a-room-when-I-get-there, style of traveling.

My guess (not living in Italy nor being an expert) is that it would be in your interest to perhaps buy the Florence-Venice leg in advance (if your planning seems reasonably set) but that you could wait on the Rome-Orvieto and Orvieto-Florence legs.

Sarah, in mid-October you won't be facing lines at the train stations that you would in high summer. From your itinerary, the only place you might encounter lines is in Florence (there are lines in Rome but they seem to move faster), so you might want to get that ticket ahead of time. As another poster stated, if you already have hotel reservations, you know what days you'll need tickets, the only variable is what time you want to depart/arrive. I don't think you'll find cheaper tickets at the train station, so flexibility remains your only "pro" for buying there, but it could be important. The fast trains have reserved seats and if you miss the train there could be a transaction fee for changing a reserved-seat ticket at regular fare (saver fare tickets would be forfeited), but unless you're buying from a travel agent in Italy, there won't be a transaction fee, so take that off the stress list. As for euro to dollar exchange, it goes both ways: I pre-bought a lot of tickets and the euro dropped while I was in Italy. The loss wasn't huge, though, so unless you are counting every penny, don't worry about it because it's out of your hands. Even paying regular economy fares, you wouldn't lose more than a few dollars. As for the time it takes to buy tickets there, the cities you mention have kiosks that dispense tickets with a menu in English (one caveat is that some machines don't take US credit cards, but they do usually take cash and will give you up to 20 euro in change). Bottom line: do whatever reduces stress for you, and enjoy the ride.

You are making up pros and cons that don't exist. THE ONLY reason to purchase in advance is the discounted price - sometimes significant. And the big con with that is the locked in schedule and the elements of no change, no refund. After that it is very easy and quick to buy tickets in Italy. The ticket machines work fine with cash or Am credit cards. The trains are so frequently that we have never had a problem with getting on the train we wanted. We generally arrive about an hour early, buy the tickets, buy some snacks for the train ride, use the restroom, and find the train. Very relaxed with no pressure. The prices on trenitalia.com is the same as the walk up prices. Discount tickets do sell out. And there are no discounts on regional trains.

I just purchased tickets for Venice to Florence (Nov 8) and Florence to Rome (Nov 11). Super Economy fares were available for each, but not for all trains leaving those particular days. For example, prices for Venice to Florence ranged from 18 to 90 euros for two passengers depending on the departure time of the train. The prices for the particular days that I wanted to travel were 18, 38, 58 or 90 euros. That price was for 2 people so individual tix are half of that. If you want to save some euros, I suggest buying the tix in advance. I was able to get two tickets on each train for 18 euros total or 9 euros for each person. I spent a total of 36 euros for two people to travel from Venice to Florence and then Florence to Rome. That's pretty cheap! As other have suggested, I also recommend checking out trenitalia.com and seeing what your options are.

Don't forget to check Italo, the new private rail comparny operating in Italy, as well, for trips on the main axes Milano(Venezia)-Bologna-Firenze-Roma-Napoli

This internal debate of yours might be academic at this point. The cheap tickets become available 120 days before the date of travel and there are a fixed limited number of them. When they're gone, they're gone. Since you are leaving in six weeks, this decision may have been made for you as the best bargains will have disappeared long ago. Happy travels.

Be sure to check that the Italo trains go to the station you want (big cities have several stations).

Decided to book through Italiatrans.com the prices were good and now I don't have to worry about it. Thanks to all.

I'm guessing you mean trenitalia.com as there is no such thing as italiatrans.com. Just commenting in case someone else sees your response and thinks that there's some other site.

Sorry, I meant ItaliaRail.com.

And FWIW (again, for others), it appears that Italiarail might charge a little more than trenitalia.com, but not much and it appears to be an easier site to use.

www.italiarail.com deserves a closer look. I compared a couple of itineraries, and the priceing and availability agree pretty well with trenitalia. The prices are quote in USD which makes people feel comfortable, and when doing the foreign currency calculation, they are only about 4.5 % higher. If you purchase on trenitalia with a credit card that charges 3% foreign currency transaction fees, the actual spread would only be 1.5 %. I am assuming this is USA domiciled, so the 3% FCTF doesn't apply. Picking trains is a bit easier for newbies as you don't have to remember that Florence is Firenze, and Venice is Venezia, etc. And of course, the site is in English, so you don't have to struggle with finding the "English" button. Purists will still prefer to use the trenitalia site, as it is the source.

Buy now!!! We wasted HOURS in line on our honeymoon trying to get train tickets. And one train was sold out so we were put BETWEEN THE TRAINS to sit on our luggage. I'm not trying to make it sound like a nightmare -- but do yourself a favor and plan a little. You can fly by the seat of your pants doing something else. Don't mess with transportation.