On 13 Mar, 11:02, MarkVarley - MVP
wrote:
we were workin in Bath yesterday, on the way back our train was
(eventually) cancelled and we were taxi'd to Swindon where we
(finally, cold and hungry) got a train to paddington.

This all made our day a bit of an epic, is there any point in
complaining, and to who, and is any compensation due?

Depends what caused it. Presumably you were over an hour late so
you'll get 50%, maybe 100% (if you were two hours late) of the return
ticket price back in vouchers

http://www.firstgreatwestern.co.uk/Content.aspx?id=442

You can get a form from a station.