We will be in Sevilla for 4 days and i'm thinking of doing a day trip to Jerez and Puerto de Santa Maria to visit the bodegas. Is this possible to do by train? What bodegas would you suggest we visit? Is there anything else we should also see -- such as the Andalucian Horse show? Can we do that all in one day?

I found the free Maribel's Guides (http://maribelsguides.com/) to be wonderful for planning my last trip to Spain. Her Seville guide contains info about visiting Jerez.

Train is a great idea - you can indulge in the Sherry that way. I really recommend Bodegas Tradicion. Fantastic 4 Sherries and you get to see amazing art collection too. If you visit this on a Saturday, you can also go to great horse show just outside Jerez at Yeguada de Cartuja. I'm not sure how often trains run from Jerez to El Puerto but there is a good service. Try to eat at Michelin starred Aponiente or for a great selection of fried fish at Romejero - one extreme to the other with those suggestions!! Haven't yet visited a bodega in El Puerto so can't comment. Enjoy!!

Once we arrive in Jerez by train, what is the best way to get to the bodegas? Are they close together?

Take the train to Puerto-short walking distance to get to the bodegas- Terry and Osborn.
Puerto is a great little town-castle, bullring, market and great sea food!