I understand the AVE trains require advance reservations. Can you buy them on the spot? We will be flying into Madrid and immediately training out. Not knowing how long it will take to clear customs, etc. it is difficult to know exactly what time we can be at the train station. Any suggestions?
The AVE does not require advance reservation. You can easily buy tickets on the spot. There is train ticket office across from the TI in the airport or at the train station. However, you can buy in advance there are some substantial discounts. Second, if a over 60 you can buy a senior discount card for 5E that will save 40% weekday and 25% weekend. If you schedule about four hours after your flight arrival you should be OK. It is my understanding there is now a direct bus connection between the airport and the train station.
If you wait to buy your tickets when you arrive, I'd recommend using the airport renfe office. They are more likely to speak some English and the lines will almost for sure be much shorter. Lines at Atocha and Charmatin can be over 90 minutes when busy.