For train travel:
From Madrid you can go by train to Cordoba. Stay 2 days.
Take the train from Cordoba to Granada. Read Buying Alhambra Tickets Online and BOOK EARLY. Stay 2 nights in Granada.
Take the train to Seville and stay 3 days. A good hotel I stay in is the Hotel Becquer.
Take the train to Malaga and stay several days.
Here is some info about Malaga:
Malaga is the capital of the Costa del Sol and has beaches, plenty of sunshine (320 days of sunshine a year), and one of the best climates in Spain. It is also one of the most beautiful and relaxing cities in Spain, and 100% Spanish. Malaga has 14 museums (among them the Glass and Crystal Museum, Carmen Thyssen Museum, Automobile Museum, and the two Picasso Museums), historic churches (four founded by the Catholic Kings), and monuments that include two castles (Alcazaba and Gibralfaro). The sights are mostly downtown and completely walkable. There are very good restaurants, tapas bars, and nightlife. The city is very safe. The Malaga Park is a very large semi-tropical park and beside it is a new park called the Palmeral de las Sorpresas at the port. Muelle Uno is a new shopping/restaurant complex at the port. The Gardens of La Concepcion are the largest tropical plant gardens in Europe. There are about 1000 buildings from the 19th century downtown, one of the largest and best conserved collections in Spain.
The natives have the great charm of Andalucia and are among the most friendly people in Spain. It is easy to do day trips to the white towns of Ronda, Mijas, and Nerja, since Malaga is the transportation hub of its province. Malaga Airport is the third largest airport in Spain and has direct connections with many European cities. One can take the AVE from Madrid to Malaga. Read the top questions in the Malaga forum.
Shopping is wonderful and most stores are walkable from downtown. Downtown has Calle Larios, Calle Nueva, and Calle Granada and surrounding streets, with many boutiques. El Corte Ingles is a large department store near downtown. Two shopping malls near downtown are the Larios Center and Vialia.
Good hotels in good locations:
5-star: Vincci Posada del Patio
4-star: Hotel AC Malaga Palacio – Good location near Calle Larios. The rooftop restaurant is a romantic place during twilight with a great view of the port.
4-star: Hotel Molina Lario – Good location near Calle Larios with parking. The hotel restaurant Café de Bolsa is a very good restaurant.
4-star: Hotel NH Malaga – Good hotel with a large parking space.
3-star: Hotel Don Curro – Good hotel near Calle Larios.
2-star: Ibis Malaga Centro Ciudad
The Restaurant El Pimpi at Calle Granada, 62, has Andalusian decoration and music and one can have tapas and try Malaga’s sweet wine here. This is the restaurant that celebrities are brought to. Movie stars and members of royalty have all been here.
Malaga was named by Trip Advisor as the 7th best destination in the “Traveler’s Choice 2013 – Top 10 Destinations of Spain” list.
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