Yes, Mariacristi, but in this case, you can't do it either in your mexican spanish. :p
Torero, what you say is not opposed to what I say (in case you mean so).
I said train was faster (cercanías), but then, train leaves you in one of (three?) the few stops in Madrid, AND you still have to move on in metro or bus. Unless your work/study is at or very near Atocha, Chamartín, or Principe Pío, I believe, you'll have to move further, mainly if your workplace (or study place) is east or west, for the line goes from south to north.