I'm planning a 16 day trip in September, starting and ending in Madrid. I'm inclined to travel counterclockwise by train to Cordoba, Seville, Grenada, Barcellona, and back to Madrid with a possible side trip to Toledo or Segovia. I'm looking for advice on buying train tickets. When do I need to make the reservations? Do trains sell out? What's a good time of day to travel? What kind of reservation should I make? Any other random Spain train travel advice? I'm psyched to take the high-speed train. From what I've read, it eems like I should fly from Grenada to Barcellona, but reading the Yelp reviews of Vueling has me concerned. What do you think? Any considerations about getting to and from train stations and airports, checking bags, etc?
Madrid - 4 nights (incl. possible side trip to Toledo or Segovia)
Cordoba - 2 nights
Seville - 2 nights
Grenada - 2 nights
Barcelona - 5 nights
Madrid - 1 night