Let's see:

Toledo - Madrid (bus: Estación Sur de Autobuses at Méndez Álvaro)
Madrid - Segovia (bus: La Sepulvedana station at Príncipe Pío)

Toledo - Madrid (train: Atocha at Atocha Renfe)
Madrid - Segovia (train: Atocha at Atocha Renfe)

I would recommend buses because they are more frequent (Toledo - Madrid) and faster than trains (Madrid - Segovia).

The best way of doing the transfers between stations is by train. Depending on the combinatin you choose, you'll have at much 4 stops from one station to another.

There is no website for the buses doing the route Toledo - Madrid yet. The route Madrid - Segovia is run by La Sepulvedana ( La Sepulvedana ). Madridman has a link to that site at his links section.

[ 08-22-2001: Message edited by: Antonio ]