Not too much additional to add, but I would definitely include Toledo to your itinerary. I would also consider taking the bus rather than the train from Atocha. The bus is actually faster and gets you closer to old city. It's still about a 3/4 mile (steep) hike, though.

Also, it's not fancy, but it's fun to mix with the locals over a cerveza, and nibble on some jamon y queso at the Museo de Jamon. While not actually a museum, it is sort of a shrine to the mighty ham hock, which I'm sure you'll be praying to at the end of your trip! Have fun!