I had the pleasure of spending a weekend in Madrid just before I went to Uganda. I must admit, I had completely underestimated how much i'd like it; I can thoroughly recommend a visit! There's a nice mix of touristy things and fun things.
Perhaps one of the most beautiful parks in Europe, Retiro Park is filled with ornate gardens, sculpted trees and even a huge boating pond. It was a real joy to sit in the sun, drinking a beer, watching all of the little boats coming and going. Afterwards, we saw some seriously impressive religious art at Museo Del Prado (entry is free in the early evening).
For some more contemporary art (actually literally in the process of being made!) we took the subway to Lavapies and visited La Tabacaleria (an old tobacco factory), which is a pretty grimy and interesting arts space.
After building up an appetite walking around the ludicrously opulent Palace and stunning Plaza Mayor, we hit the dozens of tapas bars along Calle de Cava Baja. I'm not even going to bother trying to recommend any to you because they were all bloody brilliant. I particularly like the ones that are filled to the ceiling with kitsch Matador paraphernalia. A wine and delicious tapas is only a few Euro so its fun and cheap to hop around half a dozen bars throughout the evening.
A few sherries at La Venencia got us well on our way. Unfortunately I wasn't allowed to take any pictures, but going for a drink there is like walking back in time by a hundred years; the paint is peeling off the walls and, aside from home roasted nuts, all that's on offer are four different house sherries. Although not really my drink, when it is poured straight from the barrel by a Friar Tuck style barman, it is a great experience.
After that, we had drinks at Bar Gris and Demode, which were both a lot of fun.