- gasoline in Europe is too expensive (twice the price than in the US, all taxes)
- it is a 3-4 hour flight vs a 3 day drive
- driving you will cross at least 4 countries, and even tough people will speak some english, after travelling 3 days the last thing you want to deal with is language barrier
- you could think of going by train, but there is no direct train Madrid - Stockholm. You need to go from Madrid to Barcelona, then Barcelona - Paris, then Paris - Frankfurt, then Frankfurt - Hamburg, then Frankfurt - Koebenhavn, then Koebenhavn - Stockholm... I am sure this will be 10 times more expensive than a simple flight
So, go to www.rumbo.com, and look for the best direct flight
In 21st century traveling from Spain toward Sweden is easier due technological advance in transportation, you can travel in many ways such as cars or bus ,trains, and planes.
Non-stop flight to Arlanda (Stockholm) on Iberia or Norwegian; 3:45 or 3:50 hours
http://www.iberia.com/
http://www.norwegian.com/en/
The mos t efficient way to travel is to fly. You can find specific options on sites like http://www.skyscanner.com/
Buy an air ticket. Or a train ticket.
Any way you want. Train, coach, plane.