Day Trip from Madrid

I'm in the "anywhere but Avila" camp. Avila does have a wall, but it's truly about a 90-minute stop, and when you don't have a car of your own, you'll probably spend an unreasonable amount of time getting there. In addition to the stunning aqueduct, Segovia has some interesting architecture in the historic center. Toledo is very atmospheric, full of winding medieval streets. Yes, the path from Zocodover Square to the cathedral can be overrun during day-tripping hours, but historic Toledo is quite large, and most tourists don't deviate much at all from the direct path to the cathedral. And there are many lovely Mudejar buildings that are lightly visited.

Another easy day-trip is the old university city of Alcala de Henares. It's on a commuter-rail line with frequent service, even on Sundays. The historic area is very pretty. I remember it as being a bit of a walk from the train station, but the city is basically flat.

In Toledo I think the bus station is a bit closer to the historic area than the train station is. I took the bus and walked into town with a rolling suitcase larger than carry-on size. There are escalators to assist. There are definitely buses going up that hill, too. As a general rule, European cities have frequent bus service from train and bus stations into the center of town. You're unlikely to need to wait long, but you should poke around on the internet (or check your guidebook) to find out where you would buy a ticket for the city bus (on the bus? from a tobacco shop?) if you decide to go that way.

I also walked into central Segovia, but there I don't remember whether I arrived by train or by bus, and the two stations may not be terribly close together. Unlike Toledo, the historic part of Segovia is not on top of a huge hill, but I do remember a certain degree of uphill walking.

Segovia's train station is about a 20 minute bus ride from Segovia's city center/aqueduct. I wasn't aware of an option to take the bus from Madrid to Segovia. It would be advantageous to arrive to the city center. If you do take the train, there seems to always be buses waiting ready to take day trippers to the city center. In most of the smaller cities we visited on our recent trip to Spain, we walked from the train station to our hotel. I always feel you see so much more walking! However, in Toledo, the city center is a ways and up a very steep hill from the train station. We took a taxi since it was about the same price as the bus. A bus to Toledo sounds like it may be a good idea since it does allow you to take the escalator up to city center avoiding any transportation cost. Another thought, the train station is gorgeous. It felt like a blend of mudejar and art deco architecture. It is honestly a tourist sight in itself.

Google tells me La Sepulvedana runs most of the buses between Madrid (Moncloa Station) and Segovia. I think Rick mentions this option in his guidebook. I believe the Madrid departure point changed a few years ago, and there was a guidebook update posted on this website. Given how much I remember about that, I suspect I took the bus rather than the train. I was encumbered by luggage and would have preferred the more convenient arrival point. A look at Google Maps suggests that the Segovia bus station is perhaps 1/2 mile from the aqueduct.

For such a short amount of time, I’d skip Avila. If you want to avoid tourist crowds, then select places that are not major tourist destinations. Both Toledo and Segovia will have crowds, but in March they won’t be as bad as during the summer months and you should be able to find parts of each with fewer people. In Toledo, most tourists tend to linger in the Plaza de Zocodover and cathedral areas. You should find fewer people by the Puente de San Martin or on the side of town by the Roman Circus. In Segovia it’s by the Alcazar and the small plaza at the base of the aqueduct (Plaza del Azoguejo).

We took the train to Toledo and the bus to Segovia. The train station in Toledo is a bit far, yes, but we enjoyed the walk, and we actually circumvented the town/crowd by walking on a trail outside the city walls along the river. It took us about 45 minutes to get to the San Martin Bridge. Everyone says Toledo is more crowded but the town is larger and people weren't in our faces. There was always breathing room. When you get tired from walking you can hop onto the choo choo train that takes you to the mirador for the incredible paranomic view of the city.
The bus stop in Segovia is within walking distance to the aqueduct, and it's truly a sight to behold as you get closer to it and realize its sheer size. But the areas around the aqueduct and the alleys leading to the castle were crazily packed. People literally in our faces everywhere we turned. My best time in Segovia was our cochinillo lunch and wandering to the beginning of the aqueduct (where it's much shorter) because it was away from all the craziness out in front.
My vote would be for Toledo if you can only go to one.

Just saw this free walking tour in Madrid-

https://ogotours.com/madrid-free-walking-tour

Happy Travels💫✨