I would recommend the train for the Sevilla-Granada leg of your trip ,take some olives,chorizo and a couple of beers in a cool bag,chill out and enjoy the scenery!.Make sure that you check that your carriage number corresponds to your ticket number.You can check this on the display screen inside the train carriage.The train station in Granada is a mite out of the city center but you can get a bus or taxi.For the Granada-Madrid leg it's gotta be the bus,but it's ok,it's comfortable and your luggage is packed away at the start of your journey. Granada bus station isn't great with the usual assortment of dead beats and thieves-the usual precautions for big citys apply!!
You're gonna have a great time!
Quien estuviera en Sevilla ahora!