Travel to El Escorial

Neither! Take the bus.

The bus station is at the Moncloa metro station. You get off the metro and there are three bus terminals connected to the metro station. I forget which terminal the Escorial busses leave from, but just ask and people will point you in the right direction. It's a 45 minute bus ride on a comfy tour-like bus. Buy your ticket from the driver. Busses leave about every 15 minutes.

The bus takes you right into the town of Escorial and a 5 minute easy walk to the palace. It is the last stop at an actual bus terminal. The train station is remote from the palace and you pretty much need a taxi to get there or a very long uphill walk.

I suspect it would be 2 different trains. Last November, we took the Metro from our closest metro station (Opera) to Atocha, then took a train to El Escorial. We took a taxi (maybe 5 to 6 Euros?) to the weekly Farmer's Market (just before it closed) and assembled a great picnic lunch before walking the short distance to the Palace. We then used a train to get from El Escorial to Segovia, eventually returning to Madrid by bus a day later.

I agree with taking the bus. I haven't done it but expect that the TI can guide you toward many day trips by coach that will take you there in the morning and bring you back in the afternoon. Another place to ask is the information desk inside the bus station. An English speaker should be able to help you go through the options and book whichever one works best for you.

A nice thing about buses is they are always cheap and seldom sold out. I like to buy my ticket the day before, primarily to help me plan my day, but even that isn't necessary. If you know the departure time, and give yourself time to get the ticket before boarding the bus, it's pretty much hop on and go.

FYI - You buy your bus ticket from the driver as you board. While I'm sure there is a master schedule, busses leave about every 15 minutes. You just show up and catch the next departure; there is no buying a ticket for a particular bus. It's not a tour bus or long-haul, it's regional public transportation. It has numerous bus stops along the way.

We also took the bus out to El Escorial. It was easy to do.

In looking at a Cercanias route map (at http://www.renfe.com/EN/viajeros/cercanias/madrid/mapa_zonas_madrid.html) it looks like the C3 line stopping at Sol Metro connects, but I would check at your hotel or at a TI office when you arrive if that is accurate. From our experience our researchers chose to include these train directions the book, "Local trains (cercanías line C-8A) run at least twice an hour from Madrid’s Atocha and Chamartín stations to El Escorial. From the station, walk 20 minutes uphill through Casita del Príncipe park, straight up from the station. Or you can take a shuttle bus from the station (2/hour, usually timed with arrival of trains, €1.30) or a taxi (€7.50) to the San Lorenzo de El Escorial town center and the palace." Atocha looks to be very near the Sol Metro station. Taking the bus is another easy option, as others have noted. Here's what Rick says of taking the bus to El Escorial:

Buses leave from the Moncloa bus station, which is in the basement of Madrid’s Moncloa Metro station (4/hour, fewer on weekends, 45-55 minutes, €4.20 one-way, buy ticket from driver; in Madrid take bus #664 or slower #661 from Moncloa’s platform 11, Herranz Bus, tel. 918-969-028). The bus drops you downtown in San Lorenzo de El Escorial, a pleasant 10-minute stroll from the palace (see map): Exit the bus station from the back ramp that leads over the parked buses (noting that return buses to Madrid leave from platform 3 or 4 below this ramp; bus schedule posted by information counter inside station), turn left, and follow the cobbled pedestrian lane, Calle San Juan. This street veers to the right and becomes Calle Juan de Leyva. In a few short blocks, it dead-ends at Duque de Medinaceli, where you’ll turn left and see the palace. Stairs lead past several decent eateries, through a delightful square, past the TI (Tue-Sat 10:00-14:00 & 15:00-18:00, Sun 10:00-14:00, closed Mon; tel. 918-905-313), and directly to the tourist entry of the immense palace/monastery.

Sounds like we'll take the bus! I generally prefer trains to buses but it sounds like this is the better option for this route. Thanks for the help.