Ok. I have to pick one. Which do you think is best (Segovia, Toledo, El Escorial) and why? THANKS!
Go to Toledo as it is the most sacred and medieval city and it is only 30 min by train from Atocha Renfe in Madrid. You can also go there on the bus. The cathedral is magnificient! What art work! In one room are 18 El Grecos! The old city has tiny narrow stone streets going up and down. El Greco's home and museum are here too. You will love it! Try "La Abadia" for lunch or dinner if you are there. Get some marzipan too at the Zocodover Plaza.
I'm going to do all three later this year as day trips from Madrid, but I would select Toledo if I had to choose only one. In addition to what the previous post listed, Toledo offers the best mix of Christian, Jewish, and Islamic (Moorish) architecture, culture, and history anywhere in Spain. Take the AVE...30 minutes.
We actually drove and stayed in Toledo. Loved the city. We actually found hand made jewelry to bring home and visited on a day when there was an open air market.
This past February, we did a day trip to Segovia and a day trip to Toledo, both from Madrid. Our favorite was Segovia for two reasons: we are big Roman ruins fans (and the aqueduct is amazing) and it's not as hilly as Toledo (plus it has that great Proust chemistry history--but I'm a chemistry teacher, so that was cool only to me). We didn't have time for El Escorial, but we enjoyed Segovia and Toledo very much, plus they were easy on pubic transportation (Segovia by train, Toledo by bus). I don't think you can go wrong with either one.
Best to spend the night in Segovia - it is magical after all the tourists leave (except us of course). El Escorial is nice but I would pick Toledo as the day trip over it- just more variety in Toledo. (We just returned a few days ago)