Hello. I'm traveling at the end of June with my family to Madrid and we plan on doing a day trip to Segovia. Should I be trying to purchase my AVE tickets in advance for this and other day trips? After having a nightmare of a time purchasing my AVE tickets in advance for travel from Madrid to Barcelona I'm hoping the answer is "no" but I'm willing to give it a go if the advance purchase savings is meaningful.

Do'nt over look the bus. It was much cheaper and very convenient.

We had no problem getting them at the station.
The train station to Segovia is about 12metro stops from Sol, after a short train ride, you have to take a bus to the cnter of Segovia.

It may be a good idea to take a bus from Madrid.

Perhaps Maribel will weigh in here, but my understanding from something she had written was that the AVE train was now the best way to go from Madrid to Segovia.

We will also be in Spain in June and are doing a day trip to Segovia. When I went to buy my tickets online, the early train was SOLD OUT for the day I wanted. I ended up taking a later train and just staying later.
The good news was that I got a really cheap internet fare, so I was pretty happy about that.
I'd buy the tickets in advance, if I were you. As a side note, I used my Discover Card to pay for them and had none of the hassles that people seem to have with other cards....