I agree with most that you say Continentalclub but TOC’s own websites are not always cheaper than anothers. I have on a number of occasions found that my favourite rail ticket site (www.fgwtickets.co.uk) has a better and cheaper range of fares than Virgin and certainly the old GNER and NEEC.
I would say that in the case of East Midlands Trains, their site is nearly always cheaper. I have just booked for a trip to Nottingham for the week after and fgw was £1.00 more than EMT as was http://www.southernrailway.com.
MichelAngelo suggests splitting other than via London, which is fine but you have to be aware that if you purchase a ticket from popular points to popular points, like Bournemouth – Reading you will pay more than if you purchased a ticket from lesser popular stations. For example, this does not work on the standard fare but on the First class fare Bournemouth to Reading anytime return is £119.00. But if you buy a First anytime return between Poole and Twyford it comes down to £106.80.
The same applies on some season tickets and it depends on who sets the fares. A standard Monthly between Bournemouth and Reading is £445.10, but a Branksome to Twyford monthly ticket is £443.60. There are others!