Big risk! Virgin are hot shit on checking tickets on board, en route. When we were travelling to Newcastle on Virgin, just after Christmas, one of the lads we were chatting to had a ticket for Grand Central to Doncaster. Virgin do not accept other train company tickets and he got clobbered for...
Try various train company sites for prices. You may get some bargains, for example Chiltern Railways from Marylebone to Birmingham, then Crosscountry Trains from Brum. etc. Download a National Railway network map, this will tell you all the rail routes and companies and then try finding out...