We are going from london to stratford on avon in may. I am wondering if I need to buy my tickets in advance or if I can just show up the morning of and get two tickets at the station. How crowded are the trains?
If you buy your tickets on the day of your trip, you will not have any trouble getting a seat. However, the fare will be fairly expensive, at most times of the day you'll have to make a couple of connections, and the trip will take around 2hr40min.
You might want to consider taking a direct National Express coach (highway bus). Leave London at 08:30 and arrive in Stratford-upon-Avon at 11:45. Leave Stratford at 17:45 and arrive in London at 21:20. The same day return (roundtrip) fare is £18.90 and your travel time is not all that much longer than going by train.
Actually there's a direct train from Marylebone and we definitely prefer train to bus. My main concern was whether I'd have to get the tickets online in advance.
Like you, I prefer the train. I was aware of the direct route from Marylebone. If the train times work for you, that certainly is a good choice. It looks like you can get a return (roundtrip) ticket for £32.