Excellent suggestions from CathyM. I might add some obvious things like NOT to leave travel books, maps, brochures in plain site in the car as this might tip-off would-be thieves that you MIGHT have luggage in the trunk.
Also, you might be in luck now because I believe the new cars (correct?) and new rental cars now have a new license plate which does NOT distinguish its origin as they used to. This is good because it doesn't tell anyone that you're from out-of-town (unless the rental company puts a company sticker in the window or on the bumper, that is).
During my ONE and only visit to Toledo, we parked in an underground parking garage. I assume there was an attendant, but only at the entrance/exit. Not sure if El Escorial has parking lots with attendants or not -- I'd guess not, but I could be wrong.
Good luck and enjoy Spain! Driving is really THE way to go if you don't mind... ummm.. DRIVING!
Oh, you might want to search in the "About Spain" (or "Transportation") forum about DRIVING IN SPAIN. I recall a few VERY interesting and diverse threads on the topic, dos and don'ts and what-out-fors. Might help you if it's your first time driving in Spain.
Saludos, MadridMan
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