Travelling on the buses in Spain is much better than the rail...It can also be cheaper too..If your travelling out of Madrid, take the subway to the Mendez Alvaro station (bus Station)..They have everything you could need..I took ALSA & they were awesome & cheap..They took my ass to galicia in style man..First Class!! They'll hook you up with food and beverages, movies and a kick ass leather seat...Definitely the way to travel...Here's a good travel tip:
Get out of Madrid....There's much better & safer places to see off the beaten path...Explore!