Good advice from LupineChemist. The flight may even be cheaper than the train in addition to being much faster.
Recommended hotels -- I've only stayed in a handful in each city, excluding many hostels in my poorer days, but I won't include those as I don't imagine you want those on your honeymoon
A number of mine are Starwood or Marriott as I've been able to use points, but there are certainly many excellent boutique hotels.
Sevilla: Alfonso XIII - details above, SPG hotel
Madrid: My favorite is the ME Melia on the Plaza Santa Ana. Other nice high-end ones I've stayed in are the Westin Palace (SPG), and the AC Santo Mauro and AC Palacio del Retiro, both by Marriott. All are really nice. The Santo Mauro was actually incredible, but I only stayed there once when work was paying. It'd be a great honeymoon stay too.
Barcelona: I like the Le Meridien a lot (SPG), very convenient location for sightseeing. The W is also very nice if you prefer to be by the beach.
Granada: Haven't been since I was in college.
What time of year will your trip be?