Madrid in 3 days

Chocolatería San Ginés (Pasadizo de San Ginés 5 — Madrid's most famous café, open since 1894, 24 hours, serving churros (the fried dough sticks) and porras (the thicker churros) with a cup of thick Spanish hot chocolate (genuinely thick — a cup of melted dark chocolate, not cocoa) for dipping: a madrileño tradition at any hour (many come here at 6am after a night out, or at 9am before the museums open). The café is in a tiny passage between two streets, unchanged in 130 years.

The Museo Nacional Centro de Arte Reina Sofía (Calle de Santa Isabel 52 — Spain's national museum of modern art in a converted 18th-century hospital): Picasso's Guernica (Room 206 — the painting Picasso made in 1937 in response to the Nazi bombing of the Basque town of Guernica, commissioned for the Spanish Republic's pavilion at the 1937 Paris Exposition: 3.49m × 7.76m, grey and black and white, every figure a scream — the greatest anti-war painting ever made and the most powerful single work of art in the 20th century. Picasso refused to let it return to Spain until democracy was restored; it came to Madrid in 1981, six years after Franco's death). Also: Dalí, Miró and the 20th-century Spanish collections.

Mercado de San Miguel (Plaza de San Miguel — the 1916 iron-and-glass market directly beside Plaza Mayor: the finest tapas market in Madrid (similar concept to La Boqueria in Barcelona but more upscale): oysters from Galicia (Ostras Carballo), jamón cutter (the jamón ibérico de bellota is sliced to order), vermouth at the marble bar, anchovies from Cantabria and the freshest seafood available. Best for a late lunch stand-up tasting experience.

The Museo Thyssen-Bornemisza (Paseo del Prado 8 — the third museum of the Golden Triangle: Baron Hans Heinrich Thyssen-Bornemisza's private collection of 1,600 paintings spanning 700 years (14th–20th century), the most encyclopedic private art collection ever assembled, covering the entire history of Western painting from the Italian Primitives through the Dutch Golden Age, the Impressionists, the German Expressionists and American Realists — filling the gaps in the Prado and Reina Sofía collections perfectly. The Caravaggio Annunciation, Monet, Renoir, Van Gogh, Hopper, Rothko.

Sobrino de Botín (Cuchilleros 17 — the world's oldest restaurant (Guinness World Record: 1725) and still the finest traditional Castilian restaurant in Madrid: the cochinillo asado (roast suckling pig in a wood-fired oven — the pig is 21 days old, the skin cracks at a touch of the spoon, the meat falls off the bone) and the cordero asado (whole roast lamb, the other house speciality). In the same brick-vaulted cellar where Goya worked as a waiter and Hemingway set scenes of The Sun Also Rises. Dinner at 10:30pm is normal here.

El Rastro (the Sunday open-air flea market in La Latina/Lavapiés, stretching from Ribera de Curtidores south to the Ronda de Toledo — the largest open-air flea market in Europe: 3,500 vendors spread over 40 streets, selling antiques, vintage clothing, records, tools, ceramics, religious art and everything else imaginable. The market has operated on the same streets since the 15th century (originally a slaughterhouse district — Rastro means "blood trail"). Go early (9–11am) for the genuine finds before the tourist wave; the surrounding bars fill up for pre-lunch vermouth from noon.

The vermut (the Sunday midday aperitivo tradition in Madrid — an obligatory ritual: Mahou beer or Vermut Rojo (red vermouth) with anchovies, boquerones (white anchovies in vinegar), olives and a small plate of something from the kitchen at any of the bars around El Rastro from noon to 3pm. Bar La Cruz (Ribera de Curtidores 25) is the most traditional of the Rastro bars, open since 1969.

The Palacio Real de Madrid (Calle de Bailén — the largest royal palace in Western Europe by floor area (135,000 m², 3,418 rooms though only 50 are open to the public): the throne room with the Tiepolo ceiling (the ceiling fresco by Giovanni Battista Tiepolo, 1764 — the largest Tiepolo in the world, spanning the entire ceiling), the Royal Armoury (the most important collection of medieval and Renaissance armour in the world — including the armour of Charles V), the Royal Pharmacy and the Stradivarius room (the only quintet of Stradivarius instruments in the world that are actually still played).

The Café Gijón (Paseo de Recoletos 21 — the oldest surviving literary café in Madrid (1888), where Ramón Gómez de la Serna held his tertulia (literary table) every Friday for 50 years: the marble tables, the dark wood, the white-jacketed waiters, the afternoon light through the tall windows — a completely unchanged 19th-century interior. The churros de chocolate, the café con leche and the possibility that the person at the next table is a novelist or a philosopher.

Plaza Santa Ana (the square in the Barrio de las Letras — the literary quarter of Madrid where Cervantes, Lope de Vega and Calderón de la Barca all lived and wrote: Cervantes' grave is 2 blocks away (though the exact location was only rediscovered in 2015). The plaza's bars (Cervecería Alemana — opened 1904, Hemingway's favourite bar, unchanged; Villa Rosa — the 1914 bar with the Triana azulejo tiles) for a final caña and the farewell.