Happy travels! I would recommend a day trip to Cordoba, where the Mesquita is unique, beautiful, historic, and the atmosphere inside feels quite mysterious, then with a Catholic Cathedral built inside the ancient mosque. I think the kids would love it, as will you. Then, across the nearby bridge, there is a museum, in the tower as I remember, where the history of Cordoba, its region and its prominent historical figures are presented with excellent, large dioramas. Very beautiful, and the core lesson is different cultures living together in the heyday of Cordoba. In Madrid, unless your kids are really, really into art, I doubt their attention span can absorb the three great art museums in the city, near each other. So, I do think you could do day trips to both Segovia and Toledo. A couple last tips: in Seville, at the very beautiful (but not very old) Plaza de Espana, your family might enjoy a carriage ride. Also, I think I saw kids wading in the pools there, not swimming pools, decorative ones. In either Madrid or Seville, definitely seek out churros con chocolate. I found a great informal place for this near the Plaza de Alfalfa in Seville, where I got to know the older couple who, had operated the business for decades, and invited me into the back area of their little business, where I saw and photographed all the steps I’m making my churros and chocolate. Oh yes, in Valencia, if you go there, a little outside of the center of town, is the City of Arts and Sciences (or similar name), a series of diverse ultra modern buildings with exhibits, performance venues, etc. I went around sunset and just wandered around the exterior, it was amazing, and I was even blessed with a huge rainbow. Extremely photogenic. Across the street, there is also an interesting modern shopping mall, where I had dinner at an affordable and abundant all-you-can-eat buffet restaurant.
