Swindon is a good place to catch freight if that is your interest although it all goes through Didcot except for the coal workings to and from Didcot power station which, apart from the loco are not visible from Didcot Parkway(if you collect wagon numbers).
During an afternoon visit there were several freight workings to keep me happy although they tend to get held either side of the station to allow passenger workings. On my last visit(29/1/04)08 994 was stabled in the up sidings(on your right if you approach by train from the Didcot direction). There is usually a class 150 or 153 unit parked in the bay platform at the western end on services to Southampton or Gloucester and of course the usual diet of First Great Western stuff!
There is a buffet on the station. If you want something cheaper you will have to go into town(but then you will miss the action!)