3. Wander Free
The metro system is easy to use—but you won’t need it much. Flat and densely packed, Madrid is an incredibly walkable city. Stroll down huge avenues like Gran Via or Paseo del Prado for a glimpse of grand old Madrid, or get lost among the quiet alleyways of the Barrio de las Letras, full of boutiques and bars alike. Make sure to stop in at La Trocha (55 Calle de Las Huertas, Madrid, (+34) 914-297-861) for the best caipirinhas of your life.