Where can I find prices for train or other transport travelling in the UK?

Train fares can be found at www.nationalrail.co.uk, or look at the website of the train company you plan to use.

For coaches, use the operator's websites. The main ones are National Express (http://www.nationalexpress.com/home.aspx) and Megabus* (www.megabus.com) but there are also some small regional operators.

* despite the name the actually operate coach services, not busses.

For bus operators I'm afraid you would need to look at the specific bus operator's website. There are lots of bus companies in the UK, some large like First Bus, others small local firms with only a few routes.

Ferry and air operators generally have their fares on their websites.

Thetrainline.co.uk

Online.
Google it.
Start with trainline.com