Day tripping from Madrid to Toledo and Segovia - Transport.

For Segovia, we just did this exact trip last weekend. The high speed train option is actually quite easy- on the Madrid end you leave from Chamartin station, which is on the northern edge of town but reachable on the metro (if you are staying at the very centre, Sol, just take metro 1). On the Segovia end, the station is fully out of town and too far to walk. However, there are buses into town that link up with the train times, and the ride is only 10-15 minutes. The train from Chamartin to Segovia is only 25 minutes. If you choose the train I would definitely book in advance as these trains do book up, and to save time at the station. You can book them directly on the RENFE website: https://www.renfe.com/es/en

If you haven't taken a train in Spain before, it's important to note that all stations have security checks before entering (all bags and coats get scanned) so make sure you leave enough time to arrive to clear the security checks- sometimes the queues are a bit long.

It's been a very long time since I visited Toledo so unfortunately not able to advise on that one. Good luck with your trip!

For Toledo, there are many trains, you can probably buy the day of. But you should plan
to take the public bus to/from the train station up to Plaza Zocodover, as it is a long walk
from the train station (and uphill going into town).

For Segovia, I think it's kind of a wash between the bus and train. The train is faster but
has the overhead of the local bus into town from the train station. The bus station in
Segovia is much closer to town center, but the bus is slower (it is also easier and
cutting out a segment from travel planning can be a good thing).

Also you'll want to take into account where you are coming from in Madrid. The bus
station in Madrid is Moncloa for getting to Segovia. I think the trains to Toledo depart
from Atocha.

Hi Travel-Lite,

I have always reserved tickets for Toledo in advance because I wanted to be sure that I would be on a particular high speed train. They probably don't sell out in February, but you never know. If Renfe's website is difficult for you, you can book on the Trainline. As others have said in reference to train travel, make sure you arrive at Atocha in time to find your track and check in. There is a security check for the luggage and purses, etc.
Just a personal note: when we went to Toledo in October, we decided to walk up to the escalators rather than grabbing a taxi to the town. We somehow missed the entrance to the escalators and ended up walking the entire way up to our first stop. We are able-bodied travelers in our mid-60's and could do it, but it did take time and energy. Better to grab a taxi to some spot you have mapped out in advance (Zocodover, the Cathedral, etc) and save your legs for the rest of this extraordinary town.