Day Trips from Madrid

Toledo is great for a day trip, better for overnight, but a day if that is all you can get. The train leaves from the Atocha station and in 25 minutes you are in Toledo. There are tour buses at the station, private taxi cabs, and public buses on the street. I would recommend taking the taxi or public bus to Plaza Zodocover, the main heart of the city, and striking out from there. A tourist office is just off the Plaza...Down hill to the Cathedral, then back up to the Santa Maria Museum, and then the Alcazar with the Military Museum...if time permits then to the Jewish quarter and to Saint Tome Church.....finally, at the end of the time, a taxi back down to the train station.

Segovia is reachable by either train or bus. I understand the bus is the better option. The three main sites are The Acqueduct, The Cathedral, and The Alcazar. They are in a straight line, up and down the hill of course. The first you can see from the street, the other two require going inside the building. The Cathedral is nice, but if you have seen the one in Toledo, I would not spend my time there...Go on down the hill to the Alcazar. The tickets are in the white building on the left as you approach the building. Fascinating and well presented.

Avila is reachable by Train from the Charmartin Station. A good day trip as well, The Escorial is on the same line, but not doable on the same day. There is also bus service to it. Valley of the Fallen -- I have not visited. Apparently the younger Spanish will go, but those that are survivors of Franco will not set foot on it.

I've never understood the appeal of Valley of the Fallen to a non-Spaniard. It might be pretty, but it's a monument to a war few of us know anything about. Picasso's "Guernica" is pretty powerful if you want to see something of the Spanish Civil War.

I have a slightly different take from H.J. on Segovia. Of course the main reason to go is the aqueduct, which is stunning. But I found the Alcazar to be just a minor site compared to what you will see in Toledo and is mostly late 19th century reconstruction. Instead consider visiting the two Jewish synagogues while in Toledo, which were built by Moorish craftsmen in that style. And I liked the Segovia cathedral very much, though not nearly as impressive as Toledo.

El Escorial is pretty stunning. Lot's to see including period interiors, artwork, library and a nice church. You can move at your own pace, staying for as little as an hour to several hours. Easy to get to by bus.

Have not been to Avila.

Toldeo is definately the top choice of the options you listed. I think El Escorial is the most interesting of the other options you mention. It reflects Spain at the height of its power and has lots of intersting art and features (for example a model of the solar system with Earth at the center). If you go there, you can also see the Valley of the Fallen in the same day since they are so close to each other. The Valley of the Fallen has very unique architecture and noticable fascist elements in the decorations which make it unlike other sites you'll see in Spain. Also, the Spainish civil war was basically a warm up for World War II and I think the site provides some context to that part of 20th century history.

El Escorial will take about a half day. You could go there first, eat a late lunch then go to the Valley of the Fallen for an hour or two. It's been several years so I can't comment on the transportation between them, but when I went they were connected by a regular bus.

Have fun with whatever you decide.

I typically don't weigh in much on itinerary questions - because your interests are your own - but I have a couple of general thoughts:

Use the bus system. The bus system is reliable, comfortable, convenient and affordable (without advance reservations). Spain's rail system works well in a limited corridor. When you get past the stops that are convenient by train, don't be shy about using the bus system. Every bus station I visited in Spain has an information desk with an English speaker who will help you sort out your options and buy your tickets.

If you are interested in the Spanish Civil War, a book I stumbled across that gives a very interesting perspective is George Orwell's "Ode to Catalonia". Orwell went to Spain to report on the war, lived in Barcelona (controlled by the communists), joined a communist brigade, fought in the war and wrote a first-person account. I found it helped me better understand the "whys?" of the war and the factions who fought it.

We took the bus to/from Toledo and the train to/from Segovia and enjoyed them both. (We preferred Segovia, though.)

I have visited Toledo, Segovia and Avila on day trips from Madrid. My personal favorite of the three is Segovia, although the general consensus on this website is that Toledo is number one. Each of the three will provide you with a full day of sightseeing.

I wonder if bus service was better when I visited Valley of the Fallen than it is now - currently 1 afternoon roundtrip bus per day (except Monday) from El Escorial. Valley of the Fallen is interesting, but I would not take a taxi for €45 roundtrip. By the way, lunch opportunities near El Escorial are not impressive.