Just as an aside--James Michner said in his epic travelogue "Iberica" that any culture that can eat churros and chocolate in the morning has no need to prove its bravery in any other manner. I am just paraphrasing here since I don't have the book with me but you get the idea.
BTW, I am not knocking churros and chocolate. I love them.
Make sure you get out and try all Madrid has to offer but don't forget that you can go to most mercados and get wonderful fresh bread, cold cuts (chorizo, lomo), olives and the best fresh fruit I have ever eaten. Just don't think that you can pick up the fruit and pick out which ones you want--you're liable to get yelled at. Even if you only have a limited Spanish vocabulary you should be able to shop in a corner grocery--un cuarto de kilo de chorizo, tres manzanas y...you get the idea. Get a decent phrase book and you are all set.
¡La primavera en Sevilla es pura maravilla!
Lived in El Puerto de Santa Maria (Cadíz) en 1987
Lived and studied in Seville in 1995 on calle Almanse