abc wrote:

Is it required to book train tickets in advance (talking about long
journey - Delhi-Jodhpur and Delhi-Gorakhpur)? If so, any advice (agency...)

Travel takes place in January 2013.

Playing around a bit with www.erail.in, it looks like Delhi-Jodhpur is
currently more or less booked out for the next three or four days,
Delhi-Gorakhpur for the next 10-15 days. So yes, it is probably a good
idea to book a few weeks in advance.

It used to be possible to book via internet (www.irctc.co.in), but this
site now expects an Indian mobile phone number for registration. :-(

I can't recommend any agency, since I booked my tickets directly at this
site before the mobile phone requirement was introduced.

.... Martin