Yes we have. It takes approx. 5 hours and is a very scenic journey. We booked " preferente" which is first class. We last went 2 years ago and it cost 180 euros return for the two of us, we thought it was good value, there is a buffet car but some early morning journeys include food and drink in 1st class.
We booked online with RENFE. Also you don't need to be there hours before and you can take plenty of luggage. We really enjoyed the experience.