As the other answe said, the night trains are direct and save you a hotel bill for one night. But if you want to travel during the day to see the landscapes, here are some trains to take:

Leave Florence at 8:14, get to Paris at 19:34 with changes in Milano, Basel, and Strasbourg.

OR, leave Florence at 9:14, arr. Paris at 20:49, with changes in Milano and Geneve.

OR, leave Florence at 10:14, arr. Paris at 22:37, with changes in Milano and Basel.

From Paris to Madrid,

depart at 7:15, arrive at 21:20 with a change at Irun (arr. 12:51/dep. 14:20)

OR, dep. at 7:20, arrive at 21:57 with changes in Perpignan, Port bou, and Barcelona.