We'll be staying at an apartment in Madrid and hope to day trip to both El Escorial and Segovia by train and/or bus. The rest of our Madrid time is needed for Madrid itself and a day trip to Toledo. Valley of the Fallen, though close to El Escorial, isn't a priority and we'll probably skip seeing Franco's tomb. Rick's Spain book makes it appear that El Escorial and Segovia might perhaps be done together in a really long day, but we won't have a car and the connections seem to indicate maybe you can't really link them together in a single, loop trip. Without a car, is it feasable to visit both El Escorial and Segovia the same day? Does anyone offer a day driving trip, short of hiring a really expensive taxi for the day?
I have visited both as separate day trips from Madrid, and I don't see how it would be feasible to hit both towns in a single day without a car or private tour. The easiest and most efficient way to travel to El Escorial is by rail...you'll catch a Renfe Cercanias commuter train from Atocha station (20 minute walk from Puerta del Sol)...about 45 minutes train time as I recall. From the station at El Escorial, it's a 15-20 minute walk through town and a huge park up to the palace. While not all gilded, shiny, and Baroque-like, it is one of the most imposing and impressive buildings in all of Europe IMHO. BTW, there's no need to buy train tickets in advance. They're cheap, and you can just walk-up and use the automated machines (like fancy ATMS) both at Atocha and again at El Escorial station. Open seating. You can take a train to Segovia, but we took the bus from Principe Pio station...about a 25 minute walk from Puerta Del Sol area. Very cheap roundtrip. Buy tickets at ticket window at station...buses and tickets are on lowest level of station. The only drawback can be traffic around Madrid, but if you're not in a hurry, who cares? It's a pleasant drive/ride up there...maybe an hour. You'll see lots of bulls on ranches...the topography is exactly like Wyoming...lots of granite rocks, scrub brush, and mountains. You might want to Google Madrid Man and/or Letango Tours (owned by Calos Galvin from Rick Steves' Madrid show) for info on tours. IMHO, you'll need at least half a day for each. Cheers!
How many people are you?