I wouldn't bother with the Haruka train unless you have a rail pass that covers it. It's $10 more than the subway between Tennoji and Shin-Osaka, takes basically the same amount of time, and only runs every 30 minutes (whereas subway trains run only a few minutes apart throughout the day).

Same applies between Tennoji and Kyoto. Haruka is about $24 whereas the regular JR fare is about $8. The total travel time difference, including the transfer, is only about 5 minutes, and the regular local/rapid trains run much more frequently than Haruka. (You'd want to take the loop line to Osaka Station and change to a "shin-kaisoku" special rapid service train for Kyoto.)

The only time I ever bothered with Haruka was when I needed to get from Kyoto to KIX with a lot of luggage during rush hour -- in that scenario, the lack of a transfer makes the price worthwhile.