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This trip is ideal in good weather if you want something completely different, something that many residents of Madrid do to get right out into the country - and beautiful mountain country at that, It starts with the Renfe Cercanias route to Cercedilla. This is a pleasant trip once the city is left behind and you will get a distant view of the huge cross at Valle de los Caidos.
Cercedilla is said to be a fine starting point for walks into the Sierra de Guadarrama but for this trip it's another Cercanias line, the only Madrid Cercanias line that does not touch Madrid! It is narrow gauge and for much of its length single track. It winds its way up through glorious mountain scenery past little halts where it only stops if requested to its terminus at Los Cotos. From Atocha the two trains take roughly two hours with just time for a quick drink at Cercedilla and the total cost is €10 (October 2009).
If you are unable to walk much you can either return after about 25 minutes or, if you can manage a short distance, go up into the Pe ñalara Natural Park with a picnic and enjoy the view. If you can manage a walk, you can obtain excellent advice from the Casa del Parque on the approximate time taken for different walks - the short information leaflet containing diagrams that indicate the slopes. For example trail number 3 takes approximately an hour outwards and involves a rise of about 260 metres to reach the Laguna Grande de Peñalura. This what anybody used to walking in Scotland thinks of as a Coire Loch. Other trails involve either longer distances, steeper or longer ascents or all these.