Madrid was fun. A good board for Madrid can be found at http://www.madridman.com/. When I was there I took a day trip, by bus, to Segovia. There are some aqueducts still standing there, and the Alcazar was interesting to tour. There was a self-guided walking tour of it in English when I went. Didn't climb the tower, though, as it was too twisty and claustrophobic for me.