I visited Madrid last month for the first time. Two things struck me most:

1. Madrid is VERY walk-able. I bought a carnet of 10 metro tickets and only used 4, and 2 of those were used coming and going from the airport.

2. The people in Madrid are perhaps some of the warmest I have encountered in my travels. I was befriended by the (straight) owners of the local CD shop (CD King - they deserve a plug here) and they and their GFs took me out to dinner and to clubs (straight, gay and mixed) throughout Madrid for three days and two nights. Wow!

I can't wait to go back.