Split ticketing works at any stage of booking point, but it works even better when combined with advance fares. Advance tickets are released up to 12 weeks before travel and are priced significantly lower than walk-up fares. The earlier you book, the more likely you are to find a cheap advance fare at each split point.
If you know when you're travelling, booking as far ahead as possible and letting Choo Choo find the best split is generally the most effective way to reduce the cost of a UK train journey.