Hello mgarcia,
I highly recommend visiting the city of Segovia, it is very near Madrid and an easy train or bus ride. I went by train and enjoyed passing all the
villages along the way. A two hour train ride, 9 trains per day!
Segovia's allure is its incredible monuments. first there's the Roman Aqueduct, worth visiting Segovia just to see this marvel built by the Romans in 50 BC, and was still in use in the 20th century. Then, next to this marvel is one of the most famous restaurant in Spain, Candidos! There you can order a cochinillo (roast suckling pig) and have the waiter cut it with a plate!
Then you meander up the Calle Isabel to the Plaza Mayor, charming, and small, and right in front, one of the most impressive 16th century cathedral one can ever see, built in 1525 by Carlos V, it's nickname is the"lady of the Cathedrals!" Then climb up the hill, a pretty tough climb if you're not used to it, to the pearl of Segovia, the Alcazar. It is said that Walt Disney used this castle as a model for the castle in Disney World. And if all of this does not envail you to go, then there's the mysterious Iglesia de la vera Cruz built by the infamous Knights Templar !
Saludos,
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The world is a book, and those who do not travel read only a page.
--St. Augustine (354-430)