Spain: train reservations

Okay, now I have to apologize for posting this twice, the first time under the wrong subject header.

Plans are to travel by train in September, Barcelona-San Sebastian-Madrid-Barcelona over a span of 12 days. I think I've already figured out that booking individual tickets is cheaper than the Eurail-Spain pass.

But each of those three journeys will need a reservation, I see. Can someone advise as to how much lead time I must allow for those bookings?

I have called the Canadian agent for Eurail, and was told that their access to booking various departure times is limited. I assume that if I book after arriving in Spain, I will have wider access. But is it safe to reserve at the station, within 2-3 days before one's planned departure? Are the trains often filled to capacity?

Thanks all.