Begin with an overview of the city—take in the sights from a hop-on hop-off bus, or join a guided walking, biking, or Segway tour to learn about several top attractions in a short period of time. Must-see sights include the Puerta del Sol, Plaza Mayor, Almudena Cathedral, and Mercado de San Miguel.

After lunch, tour Madrid’s Royal Palace, one of the largest palaces in Western Europe and one of Madrid’s most beautiful buildings. With more than 3,000 rooms, there’s a lot of ground to cover, so consider a guided tour to gain deep insight into the palace’s historical and cultural significance.

Polish off a day of sightseeing with a walking tapas and wine tour through one of the city’s atmospheric neighborhoods. Visit some local-favorite tapas bars that would otherwise be hard to find on your own, and learn about Madrid’s culinary landscape.

Start with a visit to the Prado Museum, another top Madrid attraction, to see works by Spanish masters Goya, Veláquez, and El Creco. You could easily spend days viewing the collection, so maximize your time by booking a skip-the-line or early-access ticket.

You’ve sampled some Spanish food—now learn to make it yourself during an interactive cooking class. Most classes include a visit to a local market, such as the Torrijos Market (Mercado de Torrijos), followed by a hands-on lesson from a professional chef. Depending on the option chosen, you might learn to prepare seafood paella, gazpacho, or traditional tapas.

No trip to Spain would be complete without an evening of flamenco, and Madrid’s Old Town is teeming with renowned flamenco venues (tablaos) where you can catch a show. Many performances offer the option to include a multi-course Spanish dinner accompanied by sangria or local wine.