I would like to know the cheapest and most convenient way of travelling from Costa Brava to Madrid. Any one knows how long it takes to arrive by train and how much this will cost?

Hello Caroline of Monaco....Comment ca va?
I would suspect that a train would cost around 40.0 Euros with the Bus being a bit less. I would look into taking a bus (there are many bus companies that do the trip) and take one that has a the most direct route. Bring some snacks on the bus (granola bar etc) and perhaps a drink.