Madrid's claim is the strongest in Europe for a single-day museum visit: the Prado, the Reina Sofía, and the Thyssen-Bornemisza are within a fifteen-minute walk of each other, and together they cover European painting from the 12th century to the present day. The Retiro Park, the Gran Vía, and the neighbourhoods of Malasaña and Lavapiés complete a city that is neither as loud as Barcelona nor as restrained as northern European capitals.
The Prado, Retiro Park, and the world's best museum triangle.
The Prado's Villanueva building is neoclassical architecture at its most rigorous. The Reina Sofía's Atocha building — a converted 18th-century hospital — is a thoughtful museum conversion. Rafael Moneo's Thyssen extension is one of the cleanest institutional additions to Madrid's architectural fabric. The Estadio Santiago Bernabéu, recently renovated by GMP Architekten, is a serious piece of contemporary sports architecture.
Madrid runs late — dinner at nine is early, midnight is not unusual. The city's real rhythm is best experienced in the afternoon, when the quality of the light changes entirely.
November to March. The summer is hot (genuinely, not pleasantly). The museums are best in January when the tourist volumes are lowest.
Paseo del Arte (Museum Triangle): The Prado, Reina Sofía, and Thyssen-Bornemisza within fifteen minutes of each other. Allow a full day, or ideally two.
Malasaña: The creative neighbourhood north of Gran Vía. Independent bookshops, design studios, and the kind of café that takes its coffee seriously.
Lavapiés: The most genuinely mixed neighbourhood in Madrid. The Matadero cultural centre is nearby. The pace here is real rather than performed.