I have done the train from KIX (actually Osaka) to Takamatsu (not too far from Tokushima) and I loved it. The scenery is quite nice. I'd recommend a hotel overnight at or near Shin-Osaka or Okayama Station and the rest of the trip to Shikoku the next day. The train from KIX to Shin-Osaka (the JR Haruka) is about 45-50 minutes. The shinkansen (bullet train) from Shin-Osaka to Okayama takes about the same and the Super Uzushio limited express from Okayama to Tokushima takes about 2 hours. You will see a lot of country, inlcuding the Inland Sea.