Sigüenza is one of the great small towns of inland Spain: a stony, compact medieval place in the high country north of Guadalajara, crowned by a bishop's castle and anchored by a fortress-like cathedral. It is close enough to Madrid for a long day trip, but it feels far removed from the capital's orbit. The air is cooler up here, the streets are quiet, and the old town still has the severe dignity of a Castilian episcopal seat.
The essential walk runs between the Cathedral of Sigüenza and the Castle of the Bishops, climbing through lanes of pale stone, arches, and carved coats of arms. The Casa del Doncel gives the town its most romantic story, while the Iglesia de Santiago shows how much Romanesque fabric survived beneath later additions.
Sigüenza also works because the countryside starts almost at the edge of town. Within a short drive are ruined castles, empty villages, and the limestone ravines of the Alto Henares. Palazuelos and Pelegrina are easy excursions if you have a car. Without one, stay overnight, eat slowly, and let the old centre have the evening to itself.