Traveling by train is comfortable and safe, but for some lines, especially the regional ones, it's sometimes better to take the bus. This holds true for Segovia (the train runs half as frequently and takes twice the time, and the train station is farther from the city center than the bus station) and Toledo (buses run every 30 minutes, but trains leave only every two hours). If you're planning to reach Barcelona, be sure to check air rates being offered by Iberia, Air Europa, and Spanair.
For train schedules and reservations, go to any of Madrid's major train stations, visit a travel agent, go to the RENFE office on Alcalá 44 across from the Círculo de Bellas Artes, or call the RENFE number -- they will transfer you to an English-speaking representative who can guide you through the procedure. If you use the phone to reserve a ticket, RENFE will hold your ticket for the next 72 hours, providing you go buy your ticket at least one day before departure -- otherwise your reservation will be canceled. You can get the ticket from an automated machine at the station, if you pay with credit card, or at the service counter -- you will have to take a number and stand in line.
The best option however, is the RENFE Web site (www.renfe.es), which has an English-language section. Click on TIKNET, RENFE's online ticket sales service. You can buy regional destination tickets up to 15 days before departure, but long-distance and the fast-speed train tickets can be bought up to two months in advance.
Unfortunately, at this writing, not all train tickets are available online. This restriction applies to the cercanías (commuter trains), international trains, night trains, and some regional trains -- for instance, you can buy a ticket online to go from Madrid to Granada or Salamanca, but not one for Madrid to Segovia, Toledo, El Escorial, or Paris.
To buy a ticket online, you must register and provide credit-card information. Also, note that you cannot buy a ticket online within 24 hours of departure. There's a 15% cancellation fee if you cancel more than two hours after making the purchase -- if you wish to reschedule your ticket after buying it, you must do so at the counters at the train station. After you buy the ticket, you will be given a car and seat assignment and a localizador (localizer). You can then choose to print the ticket and the reservations page or write these three pieces of information (car number, seat number, localizer) down and bring them with you.
If it's the first time you've bought a ticket online through this service, you won't be able to print out the ticket. Instead you'll have to retrieve the tickets at the venta anticipada (advance sale) counter. Take a number and stand in line. Be sure to bring the credit card you used when buying the ticket, a form of ID, and the localizer. If you've bought tickets online before, you may bypass the counter and instead go directly to your assigned seat on the train. When the conductor comes around, show him the printed ticket or give him the localizer and he will issue the ticket on the spot. You will need your passport and, in most cases, the credit card with which you made the reservation.
The AVE trains work a little differently. If it's the first time you're buying, whether by phone or on the Internet, you'll have to retrieve the tickets at the sale counters; otherwise, you'll find a check-in gate before you get to the platform. There you can show the localizer and be issued a ticket, or you can proceed to the train if you have a printed ticket.
Commuter trains, which travel to El Escorial, Aranjuez, and Alcalá de Henares, run frequently throughout the day. The best way to get a ticket for such trains is to use one of the automated reservation terminals at the station (they're in the cercanías area). To purchase tickets for the regional lines that run less frequently but go to popular destinations such as Segovia or Toledo, you need to use the phone reservation system, the ticket counters at the station or in RENFE offices, or the automated reservations terminals at the main train stations.
Madrid has three main train stations: Chamartín, Atocha, and Norte, the last primarily for commuter trains. Remember to confirm which station you need when arranging a trip. Generally speaking, Chamartín, near the northern tip of Paseo de la Castellana, serves destinations north and west, including San Sebastián, Burgos, León, Oviedo, La Coruña, and Salamanca, as well as France and Portugal and the night train to Barcelona. Atocha, at the southern end of Paseo del Prado, serves towns near Madrid, including El Escorial, Segovia, and Toledo, and southern and eastern cities such as Seville, Málaga, Córdoba, Valencia, and Castellón, and the daily trains to Barcelona. Atocha also sends AVE (high-speed) trains to Córdoba, Seville, Zaragosa, Toledo, Huesca, and Lleida. For some destinations, however, you can depart from either Atocha or Chamartín (this is the case for Toledo, Segovia, El Escorial, and Alcalá de Henares).
Estación Chamartín (91/315-9976). Estación de Atocha (91/528-4630). RENFE (902/240202. www.renfe.es).