Leaving next week - no train tickets!

You probably will find tickets for most of your train rides, the only issue is that you will expend much more money for buying them near travel date. There might be a case where the next train is full, so you have to buy a ticket for another one (or go first class). The only sector that is more of a concern is the link between München and Venezia on Christmas. There are not many trains on that day, and not many trains on that route. It is a busy day, you might not find tickets for the transalpine ride.

Local (regional) trains are cheap without reservations. Only the local trains stop in Rothenburg (remember to add ob der Tauber or "otb" when you're looking for the correct train) anyway. For the longer legs, the faster trains are a much better option and buying the tickets ahead of time is a good idea. The down side there is you have to lock in your itinerary so you lose flexibility. You won't save much money buying only a couple of weeks ahead, but as Andre points out, you may need to book ahead to get a seat. In the US, few people actually travel on Christmas day so it's a great day to get a good deal - I've never tried that in Europe.

JR, I've traveled extensively by train in Germany, and, unless I get a lower price by advance purchasing, I never purchase in advance. Most connections from FRA to Rothenburg ob der Tauber will have a change of trains in Würzburg. From Würzburg to Rothenburg is only by regional trains (change in Steinach). These trains don't sell out, and there are no seat reservations, so advance purchase tickets will not be of benefit. From FRA to Würzburg, you have two options. You can go by ICE directly from the Fernbahnhof (long distance station) to Würzburg or you can take the S-Bahn from the closer in Regionalbahnhof to Frankfurt Hbf and a Regional Express (RE) from there to Würzburg. The overall time will be similar (3 hr +/- by ICE, a little less than 4 hrs by RE), but the cost will be a lot less using the RE. You can buy your ticket for the ICE connection (all the way to RodT) at the counter in the Fernbahnhof. You can also get seat reservations (4€/seat) at that time. The only ICE I've ever been on that was SRO had plenty of unreserved, albeit occupied seats. If you take the ICE, it will cost 49€/person plus reservations. You can also take the S-Bahn from the Regionalbahnhof, underneath the building across the street from Terminal 1 (use the stairs just inside the outside wall of the arrivals hall). Go to the Frankfurt Hauptbahnhof and take the Regional Express from there to Würzburg. If you purchase a local (RMV) ticket to Kahl am Main (7,60€/person), that will take you to Bavaria. You can also purchase a Bayern-Ticket from an automat for 26€ (22€ 1st person, 4€ each, 2nd to 5th P). If you buy it from the counter, it will be 28€ (additional 2€ for personal service). You get on the RE at Frankfurt Hbf using the local ticket; at Kahl, you don't change trains, just tickets.

JR, I rarely buy tickets in advance, as they're so easy to buy in Europe. I've done the trip from Frankfurt Airport (Fernbahnhof) to Rothenburg. As Lee mentioned, you'll likely have changes at Würzburg and Steinach (there will always be changes at Steinach, since Rothenburg is on a spur line). There are a variety of choices available on the trip from Rothenburg to Munich, some of which may use a Bus for one leg. I'd buy tickets for that trip shortly after you arrive in Rothenburg. For the trip from Munich to Venice, buy tickets when you arrive in Munich or at least a few days before you'll be travelling. You might try the EurAide office in the Munich Hauptbahnhof, as they have English-speakng staff and I've always found them to be very helpful. It took me awhile to find the EurAide office when I was there in September as it's been relocated once or twice since I was last there. I'd have to check my notes, but I believe it's now in the DB Reisezentrum (travel centre) in the station (first desk on the left, as I recall). Prior to leaving home, you might want to research each of your rail routes and make a note of which ones you'd prefer to use. If you're travelling with a Laptop or whatever, you could of course also check the schedules when in Europe. Cheers!

Thanks everyone for sharing great information. So once we get to Frankfurt (after a long overnight haul) we can catch the train to Rothenburg from the airport? So take a train from the airport to the main train station then catch something to Wurzburg then buy the Regional Trains ticket when we get to Wurzburg? Just want to be sure. Imagine since we don't get in to Frankfurt until 1:30 pm it is going to be a long day of travel. How much time should we allow before attempting the first train out to Wurzburg? We will have carry-on only.

Buy your tickets for Frankfurt airport to Rothenburg ob der Tauber at the airport. For some departure times you will need to make a connection at Frankfurt Hbf. For others you won't. For all departure times you will need to make connections at Wuertzburg and Steinach. See the detailed timetables on the German Rail site.

7:31 on Christmas morning to Venice with a change in Verona. About 7 hour ride. We are going Munich to Verona on the 23rd and Verona to Venice in the 24th (then to Bologna and on to Milan which we fly out if on the 30th). I made all my reservations already - my German rail tix were full price refundable but the Trenitalia tickets I purchased all at cheap super saver prices.

JR, I haven't been to Germany, but recently bought train tickets from gare de nore to St Pancras through the chunnel from paris to London. The morning of our trip, I looked online for tickets and saw them for 84 euros each. I figured I could buy them at the station no problem. When we got t the train station, not only was there a long wait, but the tickets were 250+ euros!
I would recommend buying them online and then showing an electronic voucher (if they allow it) on your phone once at the station. I wish I had. It would have saved me time...and about 220 us dollars!