Hi Ward!
ALL your questions should be answered (with the exception of the "is it nice?" question) on the MUCH improved & renovated RENFE site @
http://www.RENFE.es . There, you can plug in your origin, destination, and find your schedules, prices, and (I think) even photos of that particular kind of train making that particular route.
You can most certainly buy your tickets upon arriving in Madrid but, if possible, try to buy said tickets a couple days in advance if possible. This is assuming you're going to spend a few days in Madrid before going on to Murcia. Also, are you going during some Spanish holiday? If not you might well be able to just "walk up" an hour or so before the train leaves and get a ticket.
Now, can anyone answer the "Is the train nice with the tourist class ticket?" question for Ward from Madrid to Murcia?
Saludos, MadridMan
