The Parador de Almagro is one of the most atmospheric places to stay in southern Castile, and it's worth visiting even if you're not a guest. The former Franciscan convent has 16 small courtyards, Renaissance arcades, and a church interior now converted to the hotel's public rooms. The building has been beautifully restored without losing its monastic character: stone flags, cool corridors, terracotta pots in the cloisters.
If you're going to stay anywhere in La Mancha on a night trip from Madrid, this is the place. Rooms are large, the setting is extraordinary, and the hotel restaurant serves reliable Castilian food — particularly strong on game and locally produced manchego and wines from the Campo de Calatrava appellation.