Madrid in 3 Days: An Itinerary Built Around the Free Hours

Nearest station: Sol (Line 1, 2, 3)

Start at the kilometre zero plaque in Sol, then walk five minutes west into Plaza Mayor. Go early: by midday the square belongs to the terrace touts and the costumed photographers. The arcades and the streets running south off it are the reason to come, not the square itself.

Nearest station: Sol or Opera

The iron-and-glass market beside Plaza Mayor is a tourist market and priced like one, but it is beautiful and it is the right place to understand what Madrid eats before you go and eat it properly elsewhere. Walk it, buy one thing, then keep going into the lanes towards Opera.

The catch: It is the most expensive food per gram in central Madrid. Treat it as a look, not lunch.

Nearest station: Retiro (Line 2)

Twenty minutes east on foot, and the best hour of the day to be outdoors. The Crystal Palace is the set piece and it is free. Rowing boats on the lake, and the Paseo del Prado runs down its western edge, which is how you get to the museum.

Nearest station: Banco de Espana or Atocha

Arrive for the free window and go straight to the Velazquez rooms for Las Meninas, then Goya's black paintings. Two hours is not enough for the Prado and it is enough for its best forty pictures, which is the honest way to do it on a three-day trip.

The catch: The free window is popular and the queue forms before it opens. Arrive fifteen minutes early or accept twenty minutes of standing.

Nearest station: La Latina (Line 5)

The oldest quarter, and on a Sunday morning the Rastro flea market fills its streets from Plaza de Cascorro downhill. Any other day it is the tapas quarter without the crowd. Calle Cava Baja is the single best street to eat on in central Madrid.

The catch: The Rastro is Sunday mornings only. On any other day this is a neighbourhood walk, not a market.

Nearest station: Gran Via (Line 1, 5)

Madrid's answer to a grand boulevard, built through the old city in the early twentieth century and still the best architecture walk in town. Fifteen minutes north of La Latina. Look up: the Metropolis building and the Telefonica tower are the two to stop for.

Nearest station: Tribunal or Chueca

Pick one and have the afternoon coffee there. Malasana is the scruffier, younger one; Chueca is the smarter one with better shopping. Both are ten minutes off Gran Via and both are where Madrid actually spends its evenings.

Nearest station: Atocha (Line 1)

Guernica is on the second floor and it is worth the trip on its own: the room it hangs in is quiet, and at this hour it is nearly empty. The rest of the collection is twentieth-century Spanish art, with Dali and Miro. The building is the old general hospital and the glass lifts on the front are part of the pleasure.

The catch: Closed all day Tuesday, which catches people out. You still need a ticket during the free window, and free entry is for individuals rather than groups.

Nearest station: Opera (Line 2, 5)

The largest functioning royal palace in western Europe by floor area, and the state rooms are the most ornate interior in the city. Book a timed ticket: this is the one stop on the whole itinerary where walking up costs you an hour. The changing of the guard happens on some days in front of the Plaza de la Armeria.

The catch: It closes without much warning for state functions. Check the day before rather than the week before.

Nearest station: Principe Pio or Plaza de Espana

The formal gardens on the palace's north side are free and usually empty. Fifteen minutes further west is the Temple of Debod, a genuine Egyptian temple given to Spain in the 1960s, set on a rise with the best free view in Madrid. This is the sunset spot, but the midday walk is easier and the crowd is thinner.

Nearest station: Banco de Espana (Line 2)

The third of the three, and the one people skip. It fills the gaps the other two leave: Dutch masters, Impressionists, and American painting you will not see elsewhere in Spain. It is also the most manageable of the three in a single visit.

The catch: The Monday free entry covers the permanent collection. Temporary exhibitions are charged separately.

Nearest station: Anton Martin or Sevilla

Finish in the old literary quarter between Sol and the Prado, where Cervantes is buried and the streets have lines of verse set into the paving. It is central without being the tourist centre, and dinner at half past nine is normal rather than late.