we are arriving in Madrid on May 5th and planning to take the train to Seville by taking the commuter train directly from the airport to the Atocha train station and transferring to the AVE train to Seville. I understand that you can book your tickets straight thru to Seville from the airport. For this trip and our other train trips within Spain, I had planned to buy train tickets in the city we are traveling from (Seville to Cordoba to Granada to Madrid). However after reading some responses in this forum, I am wondering if its a better idea to buy some of the tickets online before our trip. My concern with that is that we can never be sure of our exact timing. Eg. What if our plane from the US is delayed and we miss a train. So I'd like advice on whether I can wait till we arrive in Spain to buy our train tickets.
It's always cheaper to buy long distance train tickets ahead of time to get the Turista discount fare. That said, I'd choose an AVE train to Sevilla that is a few hours from the time you expect to arrive at Atocha. The only tickets I would buy in Spain are the commuter trains to Atocha.
is there a significant price difference? convenience and flexibility is more important to us than saving a small amount of money.
For the train the day you arrive at the airport, it's certainly safer to wait until arrival to buy. For the other tickets - just how much flexibility do you need? Usually with good planning (eg, not booking a train too early in the morning), most people can make pre-booked tickets work fine. After all, your flights are pre-booked.
To see the different prices, look at Renfe's website http://www.renfe.com/EN/viajeros/index.html.
For an explanation of what you're looking at, as well as how to book tickets, use this tutorial from TripAdvisor: https://www.tripadvisor.com/Travel-g187514-c80518/Madrid:Spain:Buying.Renfe.Tickets.Online.html
What is your age?