I will be in Madrid for 5 nights between Christmas and New Year's Day. Any ideas for an interesting day trip?
You can try El Escoriel, Segovia or the very popular day trip Toledo. Toledo is a 35 min fast train ride in Madrid.
Although it is a bit further away...you might want to head out to Salamanca. Beautiful City which houses the oldest university in the world. Charming City, many sites to see...and a beautiful sunset over the river and Cathedral...marvelous view. And as an added bonus..GREAT NIGHT LIFE.
Salamanca would be my recommendation as well. We took a bus from the station near the Conde de Casal Metro station (bus station is also named Conde de Casal.) It's about a 2.5 hour trip--maybe a bit far for a day trip but it's a lovely small city and worth considering.
I'd recommend Toledo. The catedral is amazing and worth the short jaunt from Madrid. We had lunch/dinner at Cason Lopez de Toledo on a Rick Steves' board suggestion. It was a wonderful setting and great food! http://www.casontoledo.com/
Segovia is also amazing, though a little farther away. The Alcazar and aquaduct are worth seeing.
Take a look at Maribel's guides.
She has some great tips on day trips, etc.
http://www.maribelsguides.com/