A piece of research I've just done in answer to a query from a regular traveller - well he WAS a regular traveller but the may be put off by the doubling of the price and the inconvenient times

The COMPLETE timetable for London to Melksham and return (Monday to Friday as from 11.12.06) will be as follows:

Paddington depart 17:30, Swindon arrive 18:25, leave 18:42. Melksham arrive 19:07
Paddington  depart 17:33, Westbury arrive 18:57, leave 19:35, Melksham arrive 19:50

Melksham depart 07:17, Swindon arrive 07:50, leave 07:59, Paddington arrive 09:00
Melksham depart 19:50, Swindon arrive 20:20, leave 20:29, Paddington arrive 21:25

Saver return fares will not be available as they require both outward and return trips to be made off peak, and both trains out of Paddington are in the peak.  The fare will be 99 pounds return if you come back on the 17:30, or 114 pounds return if you buy a ticket valid for either return train.  This fare rises to 108 pounds and 121 pound respectively in January.   These fares (and the next ones I'm going to quote) assume you are travelling on your own and hold no railcard.

Cheaper options?   If you know when you're travelling and can book in advance, you can sometimes save money by buying single tickets.   I looked at next Tuesday  / Wednesday and got a single fare of 49.50 on the 07:17 out of Melksham (no saving) and 12.50 on the 19:50 out.  The fare to return on the 17:30 and 17:33 was 42 pounds in both cases.   The tickets that are below half price are only sold in limited numbers; they might (or might not) be available until 18:00 on the day prior to travel, but if you book them late you must collect them from the Bath or Chippenham ticket office machines.

By buying separate tickets for the Melksham to Swindon return trip, and for the Swindon to Paddington section, you may save a little.

By buying separate tickets for Melksham - Didcot and Didcot - Paddington, you can halve the fare for a day trip, but you MUST travel on a train that stops at Didcot. So you could leave Melksham at 07:17, call at Didcot at 08:28 and get to Paddington at 09:15, then leave Paddington at 17:00, call at Didcot at 17:41 and be in Melksham at 19:07.    The prices (15.50 for Melksham to Didcot and 38.50 for Didcot to Paddington) are the new ones from January.

I'm not sure how morally correct I consider this wheeze to be, and I suspect that the awkward stopping patterns of trains at Didcot is designed to discourage it.   But at the same time, I frankly resent paying First 108 pounds for their new 'service', and I'm gobsmacked at their cheek in putting this fare up by a further 9%

P.S. Tomorrow - last day of proper service - you could travel up on the 09:12, back on the 16:30, on a save ticket that would set you back 45 pounds return.