In his book The Great Railway Bazaar, Paul Theroux makes an eloquent case for travelling by train. As he says: "The train can reassure you in awful places – a far cry from the anxious sweats of doom that aeroplanes inspire, or the nauseating gas-sickness of the long-distance bus, or the paralysis that afflicts the car passenger."

The train is the traveller's iron god, in short, though for devotees like me, there has been little to excite for decades. Apart from a couple of lines in the Scottish highlands, the romance of the British train has virtually disappeared. However, the Channel Tunnel has begun to offer real opportunities and the opening of the final link in a three-stage European rail journey - a new high-speed service from Madrid to Malaga - has now made it possible to travel, luxuriously and relatively swiftly, by train from the UK to the Costa del Sol.

The combination of the high-speed rail link from St Pancras, which opened in November, and the launch last month of a high-speed train service between Madrid and Malaga, has shaved approximately 10 hours off the journey from London to southern Spain, cutting it to just under 21 hours, including a comfortable night on the Elipsos sleeper service between Paris and Madrid.

More to the point, there would be no more airport check-in scrums, cramped seats, crap in-flight food, lost baggage and five-hour delays. Just the sumptuousness and relaxation of the high-speed train. At least, that was the theory.

And then there are the environmental benefits of travelling by rail. According to the French rail agency SNCF, my 1,000-mile journey to Malaga would result in my being responsible for fuel emissions of about 9kg of carbon. By contrast, 300kg would be released if I went by air. For the eco-conscious, that kind of calculation looks irresistible.

So, with my faithful train companion Bryn "the timetable" Davies, I arrived at St Pancras last Sunday for a couple of drinks at the station's champagne bar before boarding the 14.04 to Paris. After a brief Metro journey across the French capital to Gare d'Austerlitz, and an hour's wait in its bar, we were ready for our sleeper to Madrid on the Elipsos Trenhotel. Our Grand Class compartment had its own shower and toilet though it was still pretty cramped. On the other hand, the restaurant car was roomy, with silverware, clean glasses, attentive service – and good, freshly-cooked food (apart from the side dish of tinned vegetables).