If you are positive of your travel dates buy them online:
1. It's fast and convenient. No going out of your way to go to the train station or arriving early to wait in line (sometimes there are long lines at the self-serve machines too), risking that you miss your train.
2. You get an eticket so you don't have to worry whether or not you have stamped your ticket before you board. When the ticket taker comes around just give him your receipt number or the credit card you paid with and that's it.
3. They offer special deals on the website not available elsewhere. There are things like 2-for-1 and other online discounts offered on a certain number of seats, so best to buy early too. For an example of savings, a friend of mine was able to go first class on the fastest train from Naples to Rome for less than the price of 2nd class on a slower train.
I live in Italy and I always buy my tickets online.
Here's the train system's website: www.trenitalia.com. They have an English version.
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