I was in San Sebastian (Donostia) in April. It was pretty crowded, because it was spring break in France, but it was rainy and cold. I'd say San Sebastian is a place to visit in the high summer months.
Pamplona is a so-so Spanish town - not bad but not really special. The main attraction is the San Fermin festival in July.
If you end up going that way, about 30 minutes before Pamplona is a great castle, built for the Kings of Navarre, in the town of Olite. It's average size by Spanish standards, but I thought it was a good combination of restored (so not a ruin) but not furnished and roped off to the public. You can wander and explore, climb towers, and generally figure out how to get from one place to another you see across the castle. Your entry comes with an iPhone-like guide that describes what castle life was like in it's heyday.
I'm not a Madrid fan; I prefer much earlier history than when Madrid was established as the capital. El Prado is a great gallery and there are other special interest museums that may interest you. Madrid is known for it's green spaces/parks. The weather wasn't conducive to visiting parks when we were there and they may not be in November either.
Segovia is a nice visit because it includes an aqueduct, cathedral, castle and old center in an easily walkable area. People slam the castle as a fantasy reproduction of the original (many, if not most, European castles fit the same description). I liked it, especially the mostly medieval armor collection.
If you visit Segovia from San Sebastian, I'd take a route through Vitoria, Burgos and Valladolid.
Vitoria has a small old center that doesn't take to long to visit (maybe a place to take a short wander and eat lunch). It's considered the capital of the Rioja wine region. If you want to visit a Bodega in the area, however, you have to call a day or two ahead to let them know you're coming. They'll meet you but they aren't open normal business hours for drop in tours (the exception is Jerez, but that's south). There may be a wine museum, usually a former Bodega, but even those can have unpredictable hours (and always have a siesta time in the middle of the day).
Burgos, Valladolid and Salamanca are three very typical old Spanish cities (at least typical of the northern "Castillian" Spain). All of them have great sights in their old town centers. Valladolid has three great castles in the area. Coca, La Mota and Penafiel. Coca and La Mota are monster castles. Penafiel is smaller but looks like a ship sitting on a ridge, narrow and long; entrance to Penefiel also includes admission to the town's wine museum.
Toledo is really nice. I'd stay a night or two rather than visiting from Madrid as a day trip. Lodging and food are both cheaper and better than you will find in Madrid, plus it's a great town with many important historical sights and lots of great little twisty medieval lanes to get lost in.
