Barcelona: Palau Guell - I liked it the best of all the Gaudi sites, and I saw both the popular ones and the lesser-known ones. The interiors and the rooftop are both amazing. For a day trip, Montserrat, especially if you like hiking and mountain scenery. I would say skip the Gaudi 4D Experience unless you have young children, and definitely skip Mirador Torre Glories (views and especially photos are obscured by the way the windows are constructed).
Madrid: Prado Museum - I am an art lover, but usually more modernism than Old Masters; nonetheless, I loved the Prado, there is something amazing around every corner. I didn't love my time in Madrid overall, my favourite part was actually leaving the city to go see El Escorial, much more interesting than the Royal Palace in Madrid. Although I wouldn't necessarily skip either the Reina Sofia or Thyssen-Bornemisza Museums, they don't have the wow factor of the pieces in the Prado (except for Guernica of course), so if art isn't your thing, I might just pop in to see Guernica during the free hours.
Seville: Real Alcazar and Casa de Los Pilatos were amazing examples of Moorish architecture. Rick says Casa de Los Pilatos is just a mini-Alcazar, but I thought they were actually quite different. I would actually say the Seville Cathedral was overhyped, although the rooftop tour was the best part for sure. There was nothing about the interior that stood out to me, and the Giralda bell tower was not enjoyable at all, as you have to step up onto ledges to see the view and there are so many people crowded around that you are standing waiting for a long time. I also thought Palacio de Las Duenas was less interesting than either Casa de Los Pilatos or Casa Palacio Condesa de Lebrija.