So we're talking about mid-January to mid-April. Well, first, pack half for winter (February is the month that Madrid gets its snow - if it snows) and so this month and next you'll need winter clothes and a good coat. For March and April you'll find it more springlike so a medium-weight jacket and a few sweaters should be fine too. As for style, you can leave your tennis shoes at home (unless you plan to go to the gym - although lots of people wear tennis shoes in everyday life but they're in the minority) but bring your comfortable leather walking shoes. Jeans for everyday are fine - make 'em tight, though, as that's the style.
Good luck to you and hopefully we'll see you at next month's tentatively planned "Party with MadridMan in Madrid!" gathering.
Saludos, MadridMan (I lived in Columbus until about 10 days ago)
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