Madrid is great, especially Retiro, Plaza Mayor, the Reina Sophia museum with the lovely Miros, Picassos and - of course - Dalis. The Prado was alright, but I suppose I expected too much. The nicest things to do are to stroll through the streets with your sweetheart and absorb the Spanish vibes. Go for a hot chocolate at the chocolateria, or some fish at Principe Pio. The Palace is also stunning, especially the gardens. I stayed out at Vallecas once; a bit of a trip with the metro, but definitely worth it. You get a fully equiped appartment with WiFi and kitchenette for about €75 per night - double room nota bene. I will  never forget Madrid....