Apparently it is cheaper to get a day return to leeds, and then one from Leeds to Bradford. I think you will be able to buy all tickets from Barnsley station. Dont buy on leeds to bradford train itself though penalty fares apply if you do.
RE: If you are going to Batfud on the train You can buy all tickets at Barnsley yes as me and James bought 3 day returns when we went to the Peterborough game last season