RailEurope is accurate for advance sales... RickSteve's P2P estimates fall somewhere between on-the-spot purchasing and buying advance from sites like RailEurope.
A lot of the pricing varies by country.. you can check each country's rail system's web site to see what prices look like to get the most accurate view. For instance, I've purchased tickets to go across England in advance, and they cost me upward of $100 each, whereas if I'd just bought them the day of, it would've been only around 20£. This is because for some systems, the advance tickets you get from RailEurope are valid for use anytime in a 6-month range, whereas on the spot tickets are only good that day... ya dig?