Madrid to San sebastion
Spain is pretty well serviced with trains, and they are reliable but they are a bit expensive. If you're travelling on a budget the best way to go is by bus.
The bus company that runs from Madrid to San Sebastian is ALSA - one of the two main bus companies in Spain (the other is Avanza but they don't run a route to San Sebastian).
Their site is http://www.continental-auto.net . Search for the route 'Madrid' to 'San Sebastian/Donostia'. Donostia is the Basque name for San Sebastian. It costs 33 euros and takes 6 hours. Buses leave every few hours but you should book in advance - buses are often full.
All buses leave from Madrid in Avenida de America bus station, which is accessible via easily followed signs from the Metro Avenida de America.
Another way - recommended only if you're travelling with company - is hitchhiking. It's more common in Europe than in, say, Australia. The word in Spanish is 'autostopista' and the thumb-out signal is universal! A great way to practice your Spanish if you're keen, but all you really need to know is "van ustedes a San Sebastian? Por favor, pueden llevarnos?"
Happy travels! about 6 years ago