We have seen reference to train service directly from the Madrid Airport to the Atocha Train Station in downtown Madrid - but I can not find any reference to such a service. Is this something new (We're looking at a 2009 Rick Steves Guide) or are some talking about the Metro which has a number of stops?
The new bus service would be the easiest.
http://www.esmadrid.com/en/barajas-airport-express
Jim: Rick updates the Spain guide every year, so it's worth buying the newest edition. The 2013 one is due out December 18, 2012; if you're traveling before then, get the 2012 edition. Also, he has on-line updates here: http://www.ricksteves.com/books/update/bk-rs-sp.htm.
You can see how many updates he already has for the 2012 edition, so you can imagine how much has changed since 2009.
There is a direct bus from the airport to the train station. It is cheap, quick, and direct. Using the metro to city center or the train does involve two changes.
There is a new commuter train line running from terminal 4 to Atocha. We took this last October when it had just started. Look for information on the Cercanias line C-1. It took about 25 minutes for the journey.
If you arrive at T-1 or T-2 the bus would be easier because it stops there and you would have to catch the interterminal bus to T-4 to catch the train.