Hola!
If you are tired from walking around the city and want to relax, I can recommend the Arabic Baths in Madrid (near Plaza San Jacinto Benavente). Check their website on
www.hammamspain.com All you need to bring is a bathing suit and approx. 2hrs of time. You can relax in the warm and hot water pools, it´s just great. They offer massage, too, and the upstairs restaurant caters meals and tea. Reservation is a must, though.
Enjoy your trip!
Saludos,
la calma