As usual in case of yours (and alike) itineraries we can try describing a few options and tips which potentially might interest you
Paris-London: here make sure that you book directly via official websites and not any agencies (like Rail Europe). Just visit both
EuroStar website and
French Railways website (NB: check the later part of
this post to see on how to handle tgv-europe website), check fares for the date/departure you need on both and buy where it's cheaper
London-Amsterdam: here you can again use
EuroStar high-speed train from London to Brussels, while from there local InterCity or Fyra train Brussels-Amsterdam. Here, as well as in the case with Paris-London, works a rule - earlier you purchase your ticket the better chances to buy cheap, since there is only a limited amount of discounted tickets offer per each departure.
Amsterdam-Munich: your best choice here is to visit DB (German Railways)
website. Once again early booking (DB allows to book tickets 92 days in advance) will assure that you get the cheapest tickets for your overnight CNL train
Munich-Innsbruck: full fare international ticket here cost 40 euro per person, while chance to purchase discounted ticket a few days in advance are rather low. Although you can do a small trick, which consist of using Bavaria Lander ticket (group pass for the whole Bavaria region, more about it on our
Germany page). Idea is simple: use Bavaria Lander ticket till last German station, while from there just buy ticket till Innsbruck. Best to do such trick on route via Garmisch-Partenkirchen-Scharnitz, so till Scharnitz you will use Bavaria Lander ticket, while from Scharnitz to Innsbruck 7,8 euro (per person) ticket (you can buy it
online on Austrian Railways website or also in Munich, but it will be a bit more expensive). As result you won't even need to get off train in Scharnitz, but just show one ticket before the border and the other after.
Next we aren't sure whether you want to go to Luzern from Innsbruck or Luzern is just a potential substitution for Innsbruck? Since the ways of getting from Luzern to Venice and Innsbruck to Venice are a bit different. So can you specify?
Venice-Rome: full fares here are rather expensive (80 euro for 2nd class on high-speed Frecciargento train), while buying in advance can save quite a lot (discounted tickets start from 9 euro). Obviously few days in advance cheap tickets will be sold out, but for some departures you can get tickets for like 39-49 euro even a couple days in advance, so make sure to purchase Venice-Rome ticket as soon as possible. Also besides state railway company -
TrenItalia, there is also a private operator -
Italo, sometimes and for some connections they might offer a better deal, so make sure you check their website as well
Rome-Florence: same situation as above, you can either try buying a discounted ticket or, since the distance here is much shorter, just use slower, but much cheaper (if compare full standard non discounted fares) regional train. Ticket for regional train cost only 19,25 euro per person, no matter when you buy it
Florence-Nice: just recently we already had really similar question, so take a look at that discussion -
http://europetrainsguide.com/forum/index.php/topic,564.0.html and if you have any follow up questions we will be glad to help
Nice-Barcelona: flying is a good choice here, especially since the route is served by a number of low-cost/semi low-cost airlines (like EasyJet or Vueling)
Barcelona-Madrid: Spain unfortunately isn't very friendly country in terms of traveling cheaply by train. Basically major way to save is to buy your ticket as early as possible (=discounted fare tickets). But at the same time it is difficult to expect a good fare when buying your ticket only few days in advance, though still sometimes
Renfe can offer you some tickets cheaper than full fare
Madrid-San Sebastian: basically same idea as above, but here full fare tariffs are much cheaper (like 44,55 euro for direct InterCity or 54 for faster Alvia train), so it's not that big of a deal to catch cheaper tickets
San Sebastian-Hendaye-Paris: there is a direct high-speed TGV train from Hendaye, which is first French station after the border. So you just need to catch local cross-border train from San Sebastian to Hendaye (
Euskotren is the company you need), Hendaye-Paris ticket can and should be bought online via mentioned above French Railways website
It is quite a lot of info above, so just try step by step checking each website and travel option we mentioned, and if something is unclear or you have any other questions, we will be glad to help