Whilst I tend to look at things on a case by case basis and there are exceptions with very expensive tickets I generally think that if buying a suitable advance is more than 2/3 the equivalent walk up fare then I won't bother with the advance and will just get a seat reservation where possible on the service I am most likely to take. If there is a first advance at the same price or slightly more as a standard walk up then I might consider it on some longer services.
There are certainly tickets where buying a Whitwell to Worksop day return (or even 2 singles for an overnight steady somewhere) and a onward ticket from Worksop is considerably cheaper than a through ticket, a split at Sheffield can also give results reducing fares by 1/3 WITHOUT imposing any additional time/TOC restrictions.