I'm not sure about what you mean by "audio guides". If you are refering to this kind of explanation you get through a cordless phone you carry around the museum, I think they don't have it at the Prado museum. I think they have it at the
Museo de Ciencias Naturales .
Eddie, as for the Royal Palace, you can wander around it without a guide (I've done it myself) but you'll take the most out of the Palace with a professional guide.
By the way jami, you can hire a guide but note that only professional acredited guides from Patromonio Nacional are allowed to guide you in those places (Royal Palace, Monasterio de El Escorial...). To become a Patrominio Nacional guide, you have to pass a very difficult exam about history and art and they don't allow any other professional guides to take you inside those buildings.
Regards,
Antonio
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