Madrid experiences

In addition to the Prado, I loved the Thyssen-Bornemisza Museum. I also loved the Parque Retiro (a lovely small-ish park right in the center).

The hop-on hop-off bus will give you a great overview of the city, and the commentary is translated into multiple languages. It covers both the old and new parts of the city. As far as other things to see, the Royal Palace is a must-see, in my opinion, and you could spend a very long time in Retiro Park (very close to the Prado, and not at all "small-ish").

Churros for breakfast.

Prado is the top sight in Madrid. We stayed at Hostal Santa Cruz which is couple blocks from Plaza Mayor and a couple blocks from Plaza del Sol. It's a longish walk to the Prado but not far enough to require transportation. Madrid has great green spaces, some of the best in Spain, and botanical gardens next door to the Prado. There is also Temple Debod, which is near the Cathedral and Palace (neither particularly wonderful), that is a very early temple transplanted from Egypt. Madrid is a newer city by Spanish standards; about in the same timeline as Philadelphia, New York, or Baltimore. The biggest difference is Madrid went from virtually nothing to a capital almost overnight. For history, great cathedrals, and architecture, you're better off in Toledo, Avila, Salamanca, Burgos, Seville, Granada, Cordoba, Barcelona, etc.

Yes, churros in chocolate - the locals seem to make that an early afternoon snack.

I really enjoyed attending the Teatro de la Zarzuela, the comic opera. It felt specific to the city, and it was full of locals singing along. Funny too!

The Prado is amazing and exhausting. My suggestion is to make a list of the works you most want to see and which rooms they are in. I liked the audio guide. I liked the Thyssen-Bornemisza more because the collection fitted my personal tastes more. Rick rates the Palace 3rd best in Europe (after Versailles and Schoenbrun) and it is definitely a wow. The HOHO bus is a good way to see the city, one line stays mainly in the center, the other gives you an idea of what the real Madrid is like. The audio guide was a little out of sync with the bus so it was often difficult to figure out which building was being talked about. It was also not so interesting. Instead, choose the kids' guide - it's fun. I stayed at Hotel Europa which I found through Trip Advisor. It is also used by RS tours - met a group while I was there. The hotel is great, the staff are terrific and the location central - easy walk to both of the above museums and across the plaza from the HOHO bus.