You can buy your train tickets on this site and have them sent to you or collect them from most main stations. You can also plan your journey. Note that this site has a booking charge, other sites do not.
You can book tickets online and even select your preferred seats at the Odeon Leicester Square. Unfortunately, you only seem able to book a couple of days in advance. A booking charge of 50p per ticket (up to a maximum of £2) is applied!