I can highly recommend a day trip to Segovia, and want to comment on getting there. A friend and I went to the Chamartin train station only to find the entire day's trips sold out! A helpful employee suggested we try the bus, which leaves from the underground garage at the Moncloa Metro Station, bay 14. Hands down better! You can reserve your outbound and return bus on the kiosk and pay by credit card. The bus is nice, air conditioned, roughly 1/2 as expensive as the train, and while it takes a few minutes longer it has WiFi and drops you off much closer to the city center of Segovia. No bathroom on the bus though.
The aqueduct itself is nice but consider the whole city as a "package" and spend a day at the aqueduct, the cathedral, and of course at the castle. All sites are fairly priced and well maintained. The views are spectacular, and when you have had enough, duck into a neighborhood bar for beer and tapas. That's what we did. Good times!
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