We traveled to Madrid Spain for the first time at the End of Feb 2009. That a great time to go as its not hot and not cold the weather is wonderful. I would recommend going to Plaza Mayor in downtown as its fun to sit at a cafe and watch all the things going on around you. I did alot a research on place to go and shop. The best place to shop is downtown be sure to walk around the whole circle on both sides as I did not and missed alot of cool stores. DO ride the Merto every where as the different parts of town have different atmosheres going on. I read before going to look up. You will miss alot of neat buildings if you dont. People in Spain are nice but if you got any where to eat they will take awhile to serve you. I think its because they have a hard time understanding english. Pointing at the menu worked great for us. I would recommend trying imberica ham and different cheeses they are wonderful. We had some of the best coffee at Albes Cafe on the cornor of lopez de hoyes and manutano. metro stop prosperidad. If you get a chance go there the wait staff are awesome.