We travelled to Madrid by Eurostar to Paris, then sleeper from Paris to Madrid. It's a wonderful way to travel - straight from city to city, with no airport queues, and you arrive right in the centre.
However, don't do as we did and get your student son to book it for you - it's much cheaper to buy the tickets in France or Spain. He was there; so far, so good. However, the economy drive went a bit too far when we realised that rather than the comfortable two-person compartment we were expecting, we were separated into four-berth compartments - and no dinner in the very nice-looking dining car.
Oh well, it's all part of seeing life and living it to the full. We recommend it !
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