Booking trains in advance versus on the day

Someone told me it might be better to book train journeys in advance as some of them sell out. I'll be hitting some of the usual routes posted here –
Osaka>Koyasan>Kyoto>Nara>Naoshima>Osaka>Tokyo>Hakone

Looking at the journey planning websites like hyperdia, it seems bullet trains are really regular between the major cities and then some of the other journeys like Naoshima rely on local services anyway. So my question is – has anyone had an experience where they couldn't get on a train at a station? Are there any routes in the above where you really should book ahead?

I have booked the Sango Shinkansen One Way ticket voucher for the Naoshima>Osaka journey but apart from that I am leaning towards just doing it at the station on the day of travel. Thanks in advance.

by europlaza

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