If I'm interested to travel thru Spain, Madrid. Malaga & Barcelona what is the best way to do it?

As in old saying: trains, planes and automobiles.
At the same time check the following:
http://horarios.renfe.es/hir/ingles.html
http://www2.alsa.es/portal/index.asp?lan...
http://www.aireuropa.com/
http://www.iberia.com/
http://www.spanair.com/web/es-es/PreHome...

Depending on how much time you have and want to spend on each city, I would spend a week in Madrid, taking a couple of side trips. 脕vila, Segovia and Toledo are all terrific day trips from Madrid, as is El Escorial and the Valley of the Fallen. Take the Ave train to Sevilla, (I wouldn't miss it, presonally - but then, I would also spend more time than most, because it's a second home to me. Most people can get the basics done in two or three days. Then a train to M谩laga for however much time you need to spend. I'm not a huge beach person, so I'm not a good judge of how long you'll want. There's a few things to see in terms of cultural and architectural. There's a wonderful cathedral there.

Then you want to take the train to Barcelona. And there's TONS to do in Barcelona. Day trips could include any of the beach resorts along the Costa Brava and Costa Dorada, Girona, Sitges, Cadaqu茅s, Figueres, Tarragona, cross over into France, you could even make a day trip to Carcassonne if you started early enough and really want to go that far. (about 3 hours). Also, Montserrat and the Monestary there, and there are wineries and cavas (champagne caves) to tour all over the place in Catalu帽a.