Booklady is right. The Auto Res buses are faster, more frequent and more comfortable that regional trains.

You can choose between the "normal" and the "express" service. The latter is a bit faster (I think it takes about 2h 30 min). It also has leather seats, free complimentary headphones and newspaper.
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The best tips from your favourite hostal in Madrid.
Hostal Chelo at http://www.chelo.com