Private transfer/drive options Madrid airport to Bilbao hotel

Donostia-San Sebastian is not on the way from Madrid to Bilbao, so not a part of this route. Lerma and Burgos would be the two most interesting and closest stops to the highway linking both Madrid and Bilbao. I would certainly take one of the very frequent buses (cheap, cleanest, modern, wifi, in-board amenities) that link both cities, if you prefer a more direct way to get to Bilbao.

The company daytrip.com is a third party that connects travelers like you to transportation providers. You can ask for a quote on a direct trip or request a sightseeing stop along the way.

I suspect you'll pay a bit more since Daytrip has to make some money, but it's an easy way to make contact with a service provider in the area. I haven't used the company, but others on the forum have (not necessarily in Spain), and I haven't seen any negative comments here.

I will agree that Spanish inter-city buses are usually extremely comfortable. There's a scheduling complication for arrival-day trips, however, since you can't be sure when your plane will actually arrive or how long it will take to clear the airport and be ready to board a bus. It's basically the same challenge you'd have if you planned to take a train. Either buses or (probably more often) trains can sell out before departure time, which is another potential wrinkle.

I faced a situation like this on my last trip to Spain. I was heading to Ubeda, which has infrequent bus service, so I opted to spend my first night in Madrid and pre-purchase the Ubeda bus ticket for my first full day in Spain. However, mine was a long trip, so I didn't mind a delayed arrival in Ubeda.

Hi! We just got back from a trip in Spain and I had very good luck with the Daytrip.com people. We used the service from Sevilla to Marbella and stopped in Ronda to site see on the way. We also did two other trips with them, Marbella to Granada and Granada to Madrid. Wonderful experience.

Thank you for your help and advice. I will definitely look into Daytrip.com--already checking them out. The two stops mentioned look great, too.
EH

Just one more reference for Daytrips--we used them elsewhere and found high quality drivers and nice cars. Not cheap, but I am looking at doing the same trip in reverse (Bilbao to Madrid) so happy to have the info on those good stops!