As if this weren't enough, Madrid is surrounded by some of central Spain's loveliest cities - Toledo, Avila and Segovia, each a daytrip away. Add to those the palace and monastery of El Escorial and you'll have trouble deciding what to see first.
Most visitors begin with the Prado, but I suggest getting to know the city a bit first by wandering around beautiful Plaza Mayor. Madrilenos (Madrid residents) enjoy this square, too, browsing the Sunday markets, listening to street musicians, or sitting in the cafes that surround it. Casa Panaderia is decorated with 17th-century murals. Older buildings surround nearby Plaza de la Villa, whose architecture spans from a tower built in the 1400s to early 20th-century Art Nouveau. Just beyond is the colorful daily food market, Mercado de San Miguel.
Once you've absorbed a little local color, it's time for a dose of Madrid's rich culture, and you'll find plenty at the Prado. Highlights are the Medieval murals and retablos, paintings by Flemish and Dutch painters (see the fantasy world of Hieronymous Bosch and works by Rubens and Brueghel), and paintings from Spain's golden age by El Greco, Velazquez and Goya. The Reina Sofia and new Thyssen-Bornemisza display even more, making Madrid one of the world's best art cities.
But the cities that surround Madrid are also irresistible. My favorite is Medieval Avila, completely surrounded by its original walls (with 90 rounded towers), and largely untouched by tourism. The cathedral is built right into the walls. And of course, Avila is the home of St. Theresa - the saint with a sense of humor.
Segovia is a winner with a beautifully-preserved Roman aqueduct, a famous Gothic cathedral and a romantic Alcazar palace, all in a setting of Medieval stone. If you're on the Da Vinci Code trail, be sure to see the Templar church of La Vera Cruz, in the valley of Eresma, below the Alcazar.
Toledo blends Arabic, Gothic and Renaissance, and approaching it from below is an unforgettable sight. See Toledo's cathedral for its splendid interior, and St Tome church for an El Greco masterpiece. This church is in the old Juderia (Jewish quarter), where you can also see two synagogues, both in ornate Moorish style.
Bus connections from Madrid: Buses to Toledo leave from Estacion Sur, those for Avila and Segovia from Passeo de la Florida. Iberia Airlines flies to Madrid from major Canadian and US hubs.