There are several things you must do in Madrid, and most of them involve eating and drinking. But to do this, you must get your timing in sync with the other people there. If you go for dinner at 7pm and are in bed by midnight, you will miss everything. Unless you have chocolate con churros at 6am, you haven't had a night out in Madrid. And unless you have a proper siesta, you will collapse halfway through.

The museums there are grand, and the Thyssen-Bornemisza was my personal favourite. Well worth a visit.

But for me, the endless array of small bars, each with their speciality drink, different music, different tapas... That was the highlight. Don't be daunted by tapas (some are even scared of it). Dive right it.