How "last-minute" are we talking here? I booked the ticket on May 24, for the trip to Cardiff on May 30.
In the US, where intercity trips above a couple hundred miles are typically by air, six days out would be "last-minute" for most people, so that's my frame of reference.
Also, the return to London corresponded with the hordes of One Direction fans (whose suddenly-announced concert in Cardiff forced a shuffling of the conference schedule since every hotel in town sold out instantly).
In Germany I usually buy my ticket on my phone on the way to the station (I do have a BahnCard 50, i.e. 50% off all journeys). I could typically save a few quid if I booked non-flexible tickets a few days in advance (3-7 days). For longer distances (>400km) the savings become more noticeable and my trips less spontaneous, so I do tend to book those in advance as far as possible.
In the UK (I had a Railcard), I booked everything as far as possible in advance (quite often on the day advance tickets became available), as prices for advance tickets do vary quite a lot when you get close (weeks instead of months) to the day of travel. If you don't care which train you take, then you'll usually find affordable tickets a week in advance, but when meeting people at a fixed time, booking close to the day can yield unwelcome surprises.
I'd like to buy the ticket shortly before the train leaves and not feel I've been ripped off, or have more flexibility in the return journey when booking in advance.
For most trips the train is competing with a car, which has no penalty for spontaneity other than journey time.
In the US, where intercity trips above a couple hundred miles are typically by air, six days out would be "last-minute" for most people, so that's my frame of reference.
Also, the return to London corresponded with the hordes of One Direction fans (whose suddenly-announced concert in Cardiff forced a shuffling of the conference schedule since every hotel in town sold out instantly).