I am renting a car from Sevilla and returning it in Madrid in March.

In picking up the car, my options are
Sevilla City
or Sevilla Airport

For dropping of my car, my options are:
Madrid - Barajas
Madrid - Chamartin Rail Station
Madrid - Delicias
Madrid - Airport
Madrid - Centre
Madrid - Downtown

Before and after the period of the rental car, I will be staying in hotels in the historic quarters of Sevilla and Madrid, respectively (so I am not coming or going directly to a train or airport).

I am traveling with my wife and 2 kids (1 and 3 years old).

So, I need to figure out, where I should pick up the car in Sevilla, and where I should drop off the car in Madrid.

I am a very good driver and navigator, but I have heard plenty of stories of people having difficulty driving in or out of Madrid and Sevilla.

So, does anyone have experience with this, and can advise me of the most convenient location to pick up (in Sevilla) and drop off (in Madrid)?

In Sevilla, I picked up our rental at Santa Justa Train Station. It is closer to the city center, and I found the streets of Sevilla easy to navigate. Also, their is an additional rental charge picking up a rental car at an airport.

I have dropped off rental cars off at Atcoha Train Station and Barajas Airport. At both the process was painless.

I did not find the streets of Madrid that difficult to navigate. I didn't find driving in Spain very stressful. Take you time, do not make any sudden moves, be polite, and remember your are on vacation.

My husband and I had the same concerns about rental cars in Madrid last Feb. We rented from the Hertz dealer near Plaza de Espana and it was a piece of cake getting out of the city. BUT... reentering after a tour of the South was another story. Just make sure you have specific driving directions and it's not bad! Driving in Madrid is not difficult to navigate but I would stay away from high traffic periods. We got stuck in a traffic nightmare near Atocha in an attempt to return our car! We sat for nearly an hour and a half at rush hour. NO FUN!!!!!!! Plan well and think smart and driving is not a problem! Good Luck!