I used to run a railway station and I can tell you that the vast majority of 'discount' rail websites should be avoided at all costs. Sites such as TheTrainline.com don't offer anything which isn't already available on the National Rail website (which is usually the ONLY site you should consult):
http://www.nationalrail.co.uk/
Other sites often charge booking fees and even sell tickets which aren't valid for travel on any train at all. (I write from experience - I've had to tell quite a few travellers that they've purchased worthless tickets).
Megatrain is the SOLE exception to what I've written above. Fares offered by Megatrain aren't always listed on the National Rail website.
However Megatrain isn't a ticket agency. It's simply part of the Stagecoach group of companies and therefore ONLY sells tickets on their own trains, which are listed under 'Routes' here:
http://en.wikipedia.org/wiki/Megatrain
Booking is via the Megabus website (which combines Stagecoach's bus and train operations).
If your travel isn't on one of the routes listed, Megatrain can't help you. Stick with the National Rail website (and nowhere else!).
Chris