Unofficially, some TOCs will sell until midnight.
I think I've seen this before too.
A point to remember is that if you find a nice and cheap ticket when looking online, it's best to try and get it there and then. If you find it online, then pop down to the station to book it, you may find it either gone or the price has gone up (due to the cheaper Advance tickets running out). Been there, done that before.
If buying at the station, if you've got a railcard, make sure you show it otherwise you may find you end up paying more too. This is due to the clerk having to exit the system and restart the look-up if he/she isn't aware you have a railcard, during which time, as it's a nationwide system, the ticket you want may be sold out, leaving you to pay more for a more expensive ticket. A very good friend of mine, who's also on the forum, has suffered this a few years ago.
On the topic of railcard discounted Advance tickets, you may also find, occasionally, that whilst you can't find an Advance for the journey you want with the discount, there may be some available without. Sounds a bit daft, but this does happen.
As for booking tickets, I usually opt to purchase through either FGW or East Coast. I recall hearing quite some time back that profits from East Coast's booking system went back to the government or something similar, which is a nice little bonus. Sometimes FGW's booking systems can't find any fares at all, so I pop onto East Coast instead and get it through them. Their booking engine allows you to compare different fares much more easily too, which helps when trying to decide whether to leave on the 0730 or 0830 (for example)!
