Madrid eats late and eats well. Cocido madrileño, a three-course chickpea and meat stew, is the dish the city claims as its own, alongside callos a la madrileña, huevos rotos, tortilla española, and the fried squid sandwich sold around Plaza Mayor.

Mercado de San Miguel, opened in 1916 and reinvented as a gourmet market in 2009, is the easiest place to graze across regional Spanish food. For a working neighborhood market, Mercado de San Fernando in Lavapiés and Mercado de la Cebada in La Latina feel closer to daily life.

Finish with churros and hot chocolate, a ritual the city keeps for winter mornings and late nights alike.

Three of the world's great collections sit within just over a kilometer of each other on the Paseo del Arte. The Prado Museum holds Velázquez, Goya, El Greco, Titian, Rubens, and Bosch, and publishes its own one- and three-hour routes if you're short on time.

The Reina Sofía Museum is home to Picasso's Guernica, and the Thyssen-Bornemisza Museum covers seven centuries of European art. Add the Royal Botanical Garden or CaixaForum, and check official hours before planning a full day.

Madrid sits in the center of Spain, which makes it an unusually good base for day trips. Cercanías trains run from Atocha to San Lorenzo de El Escorial, Aranjuez, and Alcalá de Henares, all of which are UNESCO World Heritage sites in their own right. Toledo, Segovia, Ávila, and Chinchón are the other standard escapes.

Closer to home, Casa de Campo, Madrid Río, and El Capricho Park give you green space without leaving the city. Quinta de los Molinos is worth a detour in late February, when the almond trees blossom.

Balance museum-heavy days with a park walk or a slow lunch, and the trip stays relaxed.