Toledo is really cool, great for a day visit. You can get a bus from Madrid to Toledo, about an hour ride if I remember correctly.

I LOVED Retiro Park- there's a lot to do. Row boats, little shops and stalls, museums- I even took a nap.

I also watched a flamenco dance performance- it was great.

Top places to visit in Madrid are :

Prado Museum

Sorolla Museum

Retiro Park (Parque del Retiro)

Cerralbo Museum

Thyssen-Bornemisza Museum (Museo Thyssen-Bornemisza)

Bernabeu Stadium (Estadio Santiago Bernabeu)

Edificio de Correos

Football Ground

Santiago Bernabue and cibeles

I'll be in Madrid in May for about 4 days. I like to know what are the places and activities that are the "must" when visiting Madrid, also other cities that are close to Madrid and I should see